Asymptotic Distribution of Studentized Contribution Ratio in High-Dimensional Principal Component Analysis

DOI10.1080/03610910802687760MaRDI QIDQ3625358zbMATH OpenOpenAlexFDO

Authors Masashi Hyodo, T. Yamada

Publication date 12 May 2009

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910802687760

zbMATH Keywords

high-dimensionsspiked population modelStudentized cumulative contribution ratiotables

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10) Factor analysis and principal components; correspondence analysis (62H25)

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Cites work

• A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix
• Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix
• Asymptotic expansions for the distributions of the sample roots under nonnormality
• Linear Statistical Inference and its Applications
• On the distribution of the largest eigenvalue in principal components analysis
• Penalized discriminant analysis

Cited in

(2)

• Higher-Order Asymptotic Standard Error and Asymptotic Expansion in Principal Component Analysis
• Boundary behavior in high dimension, low sample size asymptotics of PCA

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