PCA consistency in high dimension, low sample size context (Q1043724): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 0911.3827 / rank | |||
Normal rank | |||
Revision as of 18:49, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PCA consistency in high dimension, low sample size context |
scientific article |
Statements
PCA consistency in high dimension, low sample size context (English)
0 references
9 December 2009
0 references
principal component analysis
0 references
sample covariance matrix
0 references
\(\rho \)-mixing
0 references
high dimension
0 references
low sample size data
0 references
nonstandard asymptotics
0 references
consistency and strong inconsistency
0 references
spiked population model
0 references
