Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA (Q2155641)
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scientific article
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English | Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA |
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Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA (English)
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15 July 2022
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consistency
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variance variation criterion
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significant eigenvalues
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high dimension
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spiked model
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