Iain Johnstone, Stanford University

"Eigenvalues and variance components"

Motivated by questions in quantitative genetics, we consider high dimensional versions of some common variance component models. We focus on quadratic estimators of 'genetic covariance' and study the behavior of both the bulk of the estimated eigenvalues and the largest estimated eigenvalue in some plausible asymptotic models. This is joint work with Mark Blows and Zhou Fan.