Evidence map›Paper›PMID 36034074›Full record

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.

Zhou Fan, Iain M Johnstone

Abstract read
In one paragraph

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.

0numbers the graph read from it
0cells of the map it votes in
2citing papers in PubMed
–field-weighted citation impact
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

2 citing papers in PubMed.

  1. Article
  2. PCA in High Dimensions: An orientation.Proceedings of the IEEE. Institute of Electrical and Electronics Engineers · 2018
    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.

Zhou FanDepartment of Statistics and Data Science, Yale University.
Iain M JohnstoneDepartment of Statistics, Stanford University.

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 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

linear mixed modelsPrimary 60B20random matrix theoryTracy-Widom hypothesis tests

Identifiers

PMID36034074
PMCPMC9410589

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.