Eigenvalues of large sample covariance matrices of spiked population models

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Science
Mathematics
Science
Mathematics
Probabilities
Mathematical statistics
Social Sciences
Commerce
Business
Accounting
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Social Sciences
Finance
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Refrences
Title Journal Journal Categories Citations Publication Date
Instabilities in complex mixtures with a large number of components Physical Review Letters
  • Science: Chemistry: Physical and theoretical chemistry
  • Science: Physics
  • Science: Physics
 2003
A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices Journal of Statistical Physics
  • Science: Mathematics
  • Science: Physics
 2002
Random matrix approach to cross correlations in financial data Physical Review E 2002
Discrete Orthogonal Polynomial Ensembles and the Plancherel Measure Annals of Mathematics
  • Science: Mathematics
 168 2001
Random matrix theory and financial correlations 2000
Refrences Analysis
Category Category Repetition
Science: Mathematics17
Science: Mathematics: Probabilities. Mathematical statistics14
Science: Physics6
Social Sciences: Commerce: Business: Accounting. Bookkeeping4
Social Sciences: Finance4
Science: Physics: Nuclear and particle physics. Atomic energy. Radioactivity1
Science: Physics: Atomic physics. Constitution and properties of matter1
Science: Chemistry: Physical and theoretical chemistry1
The category Science: Mathematics 17 is the most frequently represented among the references in this article. It primarily includes studies from The Annals of Probability and Journal of Multivariate Analysis. The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
Title Journal Journal Categories Citations Publication Date
Generalized spherical principal component analysis Statistics and Computing
  • Science: Mathematics: Instruments and machines: Electronic computers. Computer science
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics: Instruments and machines: Electronic computers. Computer science
 2024
ACGA: Adaptive Conjugate Gradient Algorithm for non-line-of-sight hybrid TDOA-AOA localization Measurement
  • Technology: Engineering (General). Civil engineering (General)
  • Science: Mathematics: Instruments and machines
  • Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics
 2024
Principled and interpretable alignability testing and integration of single-cell data

 Proceedings of the National Academy of Sciences
  • Science: Science (General)
 2024
Testing General Linear Hypotheses Under a High-Dimensional Multivariate Regression Model with Spiked Noise Covariance Journal of the American Statistical Association
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 2024
The decimation scheme for symmetric matrix factorization

 Journal of Physics A: Mathematical and Theoretical
  • Science: Physics
  • Science: Mathematics
  • Science: Physics
 2024
Citations Analysis
Category Category Repetition
Science: Mathematics207
Science: Mathematics: Probabilities. Mathematical statistics172
Technology: Electrical engineering. Electronics. Nuclear engineering: Electric apparatus and materials. Electric circuits. Electric networks53
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics37
Science: Mathematics: Instruments and machines: Electronic computers. Computer science32
Social Sciences: Finance30
Social Sciences: Commerce: Business: Accounting. Bookkeeping28
Technology: Engineering (General). Civil engineering (General)24
Technology: Electrical engineering. Electronics. Nuclear engineering: Telecommunication22
Science: Physics16
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods15
Technology: Technology (General): Industrial engineering. Management engineering: Information technology15
Science: Biology (General)13
Science: Science (General): Cybernetics: Information theory13
Medicine: Medicine (General): Computer applications to medicine. Medical informatics10
Technology: Mechanical engineering and machinery9
Science: Geology8
Technology: Photography8
Geography. Anthropology. Recreation: Geography (General)6
Social Sciences: Statistics6
Science: Chemistry: Analytical chemistry5
Science: Mathematics: Instruments and machines5
Social Sciences: Economic theory. Demography: Economics as a science5
Social Sciences: Commerce: Business5
Science: Chemistry4
Science: Mathematics: Instruments and machines: Electronic computers. Computer science: Computer software4
Science: Science (General)3
Science3
Geography. Anthropology. Recreation: Environmental sciences3
Technology: Electrical engineering. Electronics. Nuclear engineering3
Science: Chemistry: Organic chemistry: Biochemistry3
Science: Astronomy: Astrophysics2
Technology: Chemical technology2
Technology: Engineering (General). Civil engineering (General): Mechanics of engineering. Applied mechanics2
Technology: Ocean engineering2
Science: Physics: Geophysics. Cosmic physics2
Philosophy. Psychology. Religion: Psychology2
Medicine: Internal medicine: Neurosciences. Biological psychiatry. Neuropsychiatry: Neurology. Diseases of the nervous system: Psychiatry2
Technology: Manufactures: Production management. Operations management2
Science: Astronomy1
Science: Physics: Acoustics. Sound1
Language and Literature: Philology. Linguistics: Communication. Mass media: Oral communication. Speech1
Science: Physics: Optics. Light1
Medicine1
Science: Chemistry: General. Including alchemy1
Technology: Technology (General): Industrial engineering. Management engineering1
Technology: Electrical engineering. Electronics. Nuclear engineering: Materials of engineering and construction. Mechanics of materials1
Medicine: Internal medicine: Neurosciences. Biological psychiatry. Neuropsychiatry1
Medicine: Medicine (General): Medical physics. Medical radiology. Nuclear medicine1
Technology: Engineering (General). Civil engineering (General): Transportation engineering1
Science: Physics: Electricity and magnetism: Electricity: Plasma physics. Ionized gases1
Science: Chemistry: Physical and theoretical chemistry1
Technology: Environmental technology. Sanitary engineering1
Science: Biology (General): Ecology1
Science: Physics: Meteorology. Climatology1
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics: Computer engineering. Computer hardware1
Medicine: Medicine (General): Medical technology1
Social Sciences: Commerce: Business: Personnel management. Employment management1
The category Science: Mathematics 207 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled A rate of convergence result for the largest eigenvalue of complex white Wishart matrices and was published in 2006. The most recent citation comes from a 2024 study titled Minimax estimation of functional principal components from noisy discretized functional data. This article reached its peak citation in 2023, with 27 citations. It has been cited in 118 different journals, 13% of which are open access. Among related journals, the The Annals of Statistics cited this research the most, with 39 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year