2 papers
stat.ME2025
Robust Max Statistics for High-Dimensional Inference
Mingshuo Liu, Miles E. Lopes
Although much progress has been made in the theory and application of bootstrap approximations for max statistics in high dimensions, the literature has largely been restricted to…
math.ST2025
Tracy-Widom, Gaussian, and Bootstrap: Approximations for Leading Eigenvalues in High-Dimensional PCA
Nina Dörnemann, Miles E. Lopes
Under certain conditions, the largest eigenvalue of a sample covariance matrix undergoes a well-known phase transition when the sample size and data dimension diverge propo…