Publication:159675

DOI10.48550/arXiv.0908.2062zbMath1166.62047arXiv0908.2062OpenAlexW3104577407MaRDI QIDQ159675

Patrick O. Perry, Art B. Owen, Patrick O. Perry, Art B. Owen

Publication date: 14 August 2009

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.2062

zbMATH Keywords

cross-validationrandom matrix theoryprincipal componentssample reuseweak factor model

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Random matrices (algebraic aspects) (15B52)

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