Asymptotic performance of PCA for high-dimensional heteroscedastic data (Q1661372)
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scientific article; zbMATH DE number 6919565
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| English | Asymptotic performance of PCA for high-dimensional heteroscedastic data |
scientific article; zbMATH DE number 6919565 |
Statements
Asymptotic performance of PCA for high-dimensional heteroscedastic data (English)
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16 August 2018
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asymptotic random matrix theory
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heteroscedasticity
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high-dimensional data
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principal component analysis
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subspace estimation
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0.8074072599411011
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0.7809054851531982
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0.7635138630867004
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0.7545820474624634
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0.747567892074585
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