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Asymptotic Normality of Spectrum-Aware Debiasing Beyond Right-Rotationally Invariant Designs
Sourced from the work of Yufan Li, Pragya Sur
§ Problem Statement
§ Discussion
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§ Significance & Implications
§ Known Partial Results
§ References
[1]
Spectrum-Aware Debiasing: A Modern Inference Framework with Applications to Principal Components Regression
Yufan Li, Pragya Sur (2023)
Annals of Statistics (to appear)
📍 Appendix D (Conjectures for Ellipsoidal Models), Conjecture D.1 with the explicit open statement in the immediately following paragraph (“We leave the proof of Conjecture D.1 as an open problem”), pp. 56–57.
Source paper where this problem appears.