Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model (Q131450)
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English | Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model |
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173
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145-164
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September 2019
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1 October 2019
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Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model (English)
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consistent estimation
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high-dimensional data
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PC scores
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random matrix
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