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Can I read The eigenvector LSD of information plus noise matrices and its application to linear regression model on EtoBox?
The eigenvector LSD of information plus noise matrices and its application to linear regression model by Yuling Li; Huanchao Zhou; Jiang Hu is a Mathematics article available to read on EtoBox.
What is The eigenvector LSD of information plus noise matrices and its application to linear regression model about?
In this paper, we investigate the limit of the eigenvector empirical spectral distribution (VESD) of large dimensional information plus noise matricesn , where X n are p × n random matrices with independent and identically distributed entries, T n and R n are non-random matrices. It is shown that as p/n → c ∈ (0, ∞), the VESD of C n has a deterministic limit under some mild conditions. The theoretical result is applied to the model selection problems in high dimensional linear regression model.
Who reads The eigenvector LSD of information plus noise matrices and its application to linear regression model?
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Yuling Li; Huanchao Zhou; Jiang Hu
- Publisher
- Elsevier BV
- Published
- 2023
- Language
- EN
- Field
- Mathematics (Physical Sciences)