PCA Consistency for Non-Gaussian Data in High Dimension, Low Sample Size Context (Q3644996)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PCA Consistency for Non-Gaussian Data in High Dimension, Low Sample Size Context |
scientific article |
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PCA Consistency for Non-Gaussian Data in High Dimension, Low Sample Size Context (English)
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16 November 2009
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consistency
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dual covariance matrix
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eigenvalue distribution
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HDLSS
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large \(p\) small \(n\)
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principal components analysis
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random matrix theory
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sample size
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