ArticleThe annals of applied probability : an official journal of the Institute of Mathematical Statistics2022
TRACY-WIDOM AT EACH EDGE OF REAL COVARIANCE AND MANOVA ESTIMATORS.
Article in The annals of applied probability : an official journal of the Institute of Mathematical Statistics, 2022. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 2 papers.
What it found
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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.
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.
Who cites it
2 citing papers in PubMed.
- EIGENVALUE DISTRIBUTIONS OF VARIANCE COMPONENTS ESTIMATORS IN HIGH-DIMENSIONAL RANDOM EFFECTS MODELS.Annals of statistics · 2019Article
- PCA in High Dimensions: An orientation.Proceedings of the IEEE. Institute of Electrical and Electronics Engineers · 2018Article
Corrections and comments
PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.
Authors and funding
2 authors.
Funding
Abstract
We study the sample covariance matrix for real-valued data with general population covariance, as well as MANOVA-type covariance estimators in variance components models under null hypotheses of global sphericity. In the limit as matrix dimensions increase proportionally, the asymptotic spectra of such estimators may have multiple disjoint intervals of support, possibly intersecting the negative half line. We show that the distribution of the extremal eigenvalue at each regular edge of the support has a GOE Tracy-Widom limit. Our proof extends a comparison argument of Ji Oon Lee and Kevin Schnelli, replacing a continuous Green function flow by a discrete Lindeberg swapping scheme.
Indexed as
Identifiers
36034074PMC9410589What OpenQuestion holds
Registered trials
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.