VOL. 36 · NO. 6 | December 2008
Ann. Statist. 36 (6), (December 2008)
No abstract available
Ann. Statist. 36 (6), (December 2008)
No abstract available
High Dimensional Inference and Random Matrices. Articles
Peter Bickel
Ann. Statist. 36 (6), 2551-2552, (December 2008) DOI: 10.1214/08-AOS650
No abstract available
Greg W. Anderson, Ofer Zeitouni
Ann. Statist. 36 (6), 2553-2576, (December 2008) DOI: 10.1214/07-AOS503
KEYWORDS: random matrices, Sample covariance, regularization, 62H12, 15A52
Peter J. Bickel, Elizaveta Levina
Ann. Statist. 36 (6), 2577-2604, (December 2008) DOI: 10.1214/08-AOS600
KEYWORDS: Covariance estimation, regularization, Sparsity, thresholding, large p small n, high dimension low sample size, 62H12, 62F12, 62G09
Jianqing Fan, Yingying Fan
Ann. Statist. 36 (6), 2605-2637, (December 2008) DOI: 10.1214/07-AOS504
KEYWORDS: ‎classification‎, feature extraction, high dimensionality, independence rule, misclassification rates, 62G08, 62J12, 62F12
Iain M. Johnstone
Ann. Statist. 36 (6), 2638-2716, (December 2008) DOI: 10.1214/08-AOS605
KEYWORDS: canonical correlation analysis, characteristic roots, Fredholm determinant, Jacobi polynomials, largest root, Liouville–Green, multivariate analysis of variance, Random matrix theory, Roy’s test, soft edge, Tracy–Widom distribution, 62H10, 62E20, 15A52
Noureddine El Karoui
Ann. Statist. 36 (6), 2717-2756, (December 2008) DOI: 10.1214/07-AOS559
KEYWORDS: Covariance matrices, correlation matrices, adjacency matrices, eigenvalues of covariance matrices, multivariate statistical analysis, high-dimensional inference, Random matrix theory, Sparsity, β-sparsity, 62H12
Noureddine El Karoui
Ann. Statist. 36 (6), 2757-2790, (December 2008) DOI: 10.1214/07-AOS581
KEYWORDS: Covariance matrices, Principal Component Analysis, eigenvalues of covariance matrices, high-dimensional inference, Random matrix theory, Stieltjes transform, Marčenko–Pastur equation, Convex optimization, 62H12, 62-09
Boaz Nadler
Ann. Statist. 36 (6), 2791-2817, (December 2008) DOI: 10.1214/08-AOS618
KEYWORDS: Principal Component Analysis, spiked covariance model, Random matrix theory, matrix perturbation, phase transition, 62H25, 62E17, 15A42
Bala Rajaratnam, Hélène Massam, Carlos M. Carvalho
Ann. Statist. 36 (6), 2818-2849, (December 2008) DOI: 10.1214/08-AOS619
KEYWORDS: Covariance estimation, Gaussian graphical models, Bayes estimators, shrinkage, regularization, 62H12, 62C10, 62F15
N. Raj Rao, James A. Mingo, Roland Speicher, Alan Edelman
Ann. Statist. 36 (6), 2850-2885, (December 2008) DOI: 10.1214/07-AOS583
KEYWORDS: Sample covariance matrices, Random matrix theory, Wishart matrices, second order freeness, Free probability, eigen-inference, linear statistics, 62510, 62E20, 15A52
Armin Schwartzman, Walter F. Mascarenhas, Jonathan E. Taylor
Ann. Statist. 36 (6), 2886-2919, (December 2008) DOI: 10.1214/08-AOS628
KEYWORDS: Random matrix, maximum likelihood, likelihood ratio test, orthogonally invariant, submanifold, curved exponential family, 62H15, 62H12, 62H11, 92C55
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