Evidence map›Paper›PMID 31462837›Full record

ArticleAnnals of statistics2019

EIGENVALUE DISTRIBUTIONS OF VARIANCE COMPONENTS ESTIMATORS IN HIGH-DIMENSIONAL RANDOM EFFECTS MODELS.

Fan Zhou, Iain M Johnstone

Open access · greenAbstract read
In one paragraph

Article in Annals of statistics, 2019. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 4 papers.

0numbers the graph read from it
0cells of the map it votes in
4citing papers in PubMed
1.7field-weighted citation impact, top 14% of its field
1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.

2 · The registry

The trial behind it

Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

4 citing papers in PubMed, 9 citations in OpenAlex.

  1. TRACY-WIDOM AT EACH EDGE OF REAL COVARIANCE AND MANOVA ESTIMATORS.The annals of applied probability : an official journal of the Institute of Mathematical Statistics · 2022
    Article
  2. Article
  3. PCA in High Dimensions: An orientation.Proceedings of the IEEE. Institute of Electrical and Electronics Engineers · 2018
    Article
  4. Article
4 · The record

Corrections and comments

PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

2 authors at 1 institution in 1 country.

Fan ZhouDepartment of Statistics and Data Science, Yale University, 24 Hillhouse Avenue, New Haven, CT 06511, zhou.fan@yale.edu.
Iain M JohnstoneDepartment of Statistics, Stanford University, 390 Serra Mall, Stanford, CA 94305, imj@stanford.edu.
Stanford University · US

Funding

New Statistical Methods for Medical Signals and ImagesR01EB001988 · NIBIB · STANFORD UNIVERSITY · PI JOHNSTONE, IAIN M · 2003 to 2018
$6.1M
New Statistical Methods for Medical Signals and ImagesR01GM134483 · NIGMS · STANFORD UNIVERSITY · PI Iain M Johnstone · 2019 to 2026
$3.9M
NIBIB NIH HHS R01 EB001988NIGMS NIH HHS R01 GM134483
6 · The paper itself

Abstract

We study the spectra of MANOVA estimators for variance component covariance matrices in multivariate random effects models. When the dimensionality of the observations is large and comparable to the number of realizations of each random effect, we show that the empirical spectra of such estimators are well-approximated by deterministic laws. The Stieltjes transforms of these laws are characterized by systems of fixed-point equations, which are numerically solvable by a simple iterative procedure. Our proof uses operator-valued free probability theory, and we establish a general asymptotic freeness result for families of rectangular orthogonally-invariant random matrices, which is of independent interest. Our work is motivated in part by the estimation of components of covariance between multiple phenotypic traits in quantitative genetics, and we specialize our results to common experimental designs that arise in this application.

Indexed as

covariance estimationdeterministic equivalentsfree probabilityrandom matrix theory

Identifiers

PMID31462837
PMCPMC6713485
OpenAlexW2964439681

What OpenQuestion holds

Textmetadata
LicenceTDM
Read underepoch 390

Registered trials

None linked

Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.