Let x(1) denote the square of the largest singular value of an n × p matrix X, all of whose
entries are independent standard Gaussian variates. Equivalently, x(1) is the largest principal …

… dissertation (Lu 2002) and in the initial version of this article (Johnstone and Lu 2004),
available at arxiv.org. While this article was in publication review, subsequent rigorous proofs …

We study the problem of estimating the leading eigenvectors of a high-dimensional population
covariance matrix based on independent Gaussian observations. We establish a lower …

With ideal spatial adaptation, an oracle furnishes information about how best to adapt a
spatially variable estimator, whether piecewise constant, piecewise polynomial, variable knot …

… boundary corrected version have been given by Donoho and Johnstone (1994a, sec. 4.6). …
the full story, and the appendix of Donoho, Johnstone, Kerkyacharian, and Picard 1995 for a …

… (2) and a proposal 'VisuShrink' of Donoho and Johnstone (l994a); similar results are possible
in the density estimation model (Johnstone et al., 1992). We suppose that we have n =2J …

… of Kerkyacharian and Picard and Johnstone in density estimation over the Besov scale. …
Much of this work is discussed or referenced in the discussion paper by Donoho, Johnstone, …

BACKGROUND Recent clinical trials have shown that modification of plasma lipoprotein
concentrations can favorably alter progression of coronary atherosclerosis, but no data exist on …

… We first establish some notation and recall the definition of the Donoho± Johnstone estimator
for the white noise case. Let be a periodic discrete wavelet transform operator, and let Y be …

Serum prostate specific antigen was determined (Yang polyclonal radioimmunoassay) in
102 men before hospitalization for radical prostatectomy. Prostate specimens were subjected …