Asymptotics of empirical eigenstructure for high dimensional spiked covariance (Q2012938)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotics of empirical eigenstructure for high dimensional spiked covariance |
scientific article; zbMATH DE number 6756083
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotics of empirical eigenstructure for high dimensional spiked covariance |
scientific article; zbMATH DE number 6756083 |
Statements
Asymptotics of empirical eigenstructure for high dimensional spiked covariance (English)
0 references
3 August 2017
0 references
asymptotic distributions
0 references
principal component analysis
0 references
diverging eigenvalues
0 references
approximate factor model
0 references
relative risk management
0 references
false discovery proportion
0 references
0.8644883632659912
0 references
0.8560823798179626
0 references
0.831108033657074
0 references
0.829742431640625
0 references
0.8239350318908691
0 references
