337 citations · 1.6k across the 34 of their papers we have counts for
Showing 2012 · math.STShow all
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math.ST2012★ 307 cited
Sparse PCA: Optimal rates and adaptive estimation
T. Tony Cai, Zongming Ma, Yihong Wu
Principal component analysis (PCA) is one of the most commonly used statistical procedures with a wide range of applications. This paper considers both minimax and adaptive estimat…
math.ST2012★ 122 cited
Optimal hypothesis testing for high dimensional covariance matrices
T. Tony Cai, Zongming Ma
This paper considers testing a covariance matrix in the high dimensional setting where the dimension can be comparable or much larger than the sample size . The problem…
math.ST2012★ 56 cited
Accuracy of the Tracy--Widom limits for the extreme eigenvalues in white Wishart matrices
Zongming Ma
The distributions of the largest and the smallest eigenvalues of a -variate sample covariance matrix are of great importance in statistics. Focusing on the null case where $…