We derive the asymptotic distributions of the spiked eigenvalues and eigenvectors under a generalized and unified asymptotic regime, which takes into account the spike magnitude of leading eigenvalues, sample size, and dimensionality. This new regime allows high dimensionality and diverging eigenvalue spikes and provides new insights into the roles the leading eigenvalues, sample size, and dimensionality play in principal component analysis. The results are proven by a technical device, which swaps the role of rows and columns and converts the high-dimensional problems into low-dimensional ones. Our results are a natural extension of those in Paul (2007) to more general setting with new insights and solve the rates of convergence problems in Shen et al.(2013). They also reveal the biases of the estimation of leading eigenvalues and eigenvectors by using principal component analysis, and lead to a new covariance estimator for the approximate factor model, called shrinkage principal orthogonal complement thresholding (S-POET), that corrects the biases. Our results are successfully applied to outstanding problems in estimation of risks of large portfolios and false discovery proportions for dependent test statistics and are illustrated by simulation studies.

The effect of errors in variables in nonparametric regression estimation is examined. To account for errors in covariates, deconvolution is involved in the construction of a new class of kernel estimators. It is shown that optimal local and global rates of convergence of these kernel estimators can be characterized by the tail behavior of the characteristic function of the error distribution. In fact, there are two types of rates of convergence according to whether the error is ordinary smooth or super smooth. It is also shown that these results hold uniformly over a class of joint distributions of the response and the covariate, which is rich enough for many practical applications. Furthermore, to achieve optimality, we show that the convergence rates of all possible estimators have a lower bound possessed by the kernel estimators.

Comparing DNA or protein sequences plays an important role in the functional analysis of genomes. Despite many methods available for sequences comparison, few methods retain the information content of sequences. We propose a new approach, the Yau-Hausdorff method, which considers all translations and rotations when seeking the best match of graphical curves of DNA or protein sequences. The complexity of this method is lower than that of any other two dimensional minimum Hausdorff algorithm. The Yau-Hausdorff method can be used for measuring the similarity of DNA sequences based on two important tools: the Yau-Hausdorff distance and graphical representation of DNA sequences. The graphical representations of DNA sequences conserve all sequence information and the Yau-Hausdorff distance is mathematically proved as a true metric. Therefore, the proposed distance can preciously measure the similarity of DNA sequences. The phylogenetic analyses of DNA sequences by the Yau-Hausdorff distance show the accuracy and stability of our approach in similarity comparison of DNA or protein sequences. This study demonstrates that Yau-Hausdorff distance is a natural metric for DNA and protein sequences with high level of stability. The approach can be also applied to similarity analysis of protein sequences by graphic representations, as well as general two dimensional shape matching.

In this paper we consider proper holomorphic embeddings of finitely connected planar domains into ℂ^{$n$}that approximate given proper embeddings on smooth curves. As a side result we obtain a tool for approximating a $\mathcal{C}^{\infty}$ diffeomorphism on a polynomially convex set in ℂ^{$n$}by an automorphism of ℂ^{$n$}that satisfies some additional properties along a real embedded curve.

Children learn effortlessly by example and exhibit a remarkable capacity of generalization. The field of machine learning, on the other hand, stumbles along clumsily in search of algorithms and methods, but nothing available today comes even close to an average two-year-old toddler. So, modestly, we present some results on one of the main paradigms in machine learningnearest neighbor methods. Rummaging through old data for the closest match seems like a sensible thing to do, and that primitive idea can be formalized and made rigorous. In the field of nonparametric statistics, where one is concerned with the estimation of densities, distribution functions, regression functions, and functionals, the nearest neighbor family of methods was in the limelight from the very beginning and has achieved some level of maturity.