PCA consistency in high dimension, low sample size context (Q1043724)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PCA consistency in high dimension, low sample size context |
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PCA consistency in high dimension, low sample size context (English)
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9 December 2009
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principal component analysis
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sample covariance matrix
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\(\rho \)-mixing
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high dimension
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low sample size data
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nonstandard asymptotics
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consistency and strong inconsistency
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spiked population model
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