A General Framework For Consistency of Principal Component Analysis

zbMath1392.62177arXiv1211.2671MaRDI QIDQ2834478

Haipeng Shen, Dan Shen, James Stephen Marron

Publication date: 22 November 2016

Full work available at URL: https://arxiv.org/abs/1211.2671

zbMATH Keywords

random matrixPCAhigh dimension low sample sizespike model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25)

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