PCA consistency in high dimension, low sample size context (Q1043724): Difference between revisions

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PCA consistency in high dimension, low sample size context
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    PCA consistency in high dimension, low sample size context (English)
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    9 December 2009
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    principal component analysis
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    sample covariance matrix
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    \(\rho \)-mixing
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    high dimension
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    low sample size data
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    nonstandard asymptotics
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    consistency and strong inconsistency
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    spiked population model
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