Perturbation theory for cross data matrix-based PCA (Q2140856)

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Perturbation theory for cross data matrix-based PCA
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    Perturbation theory for cross data matrix-based PCA (English)
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    23 May 2022
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    cross data matrix
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    finite sample approximation
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    high dimension and low sample size
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    matrix perturbation
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    principal component analysis
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    spiked covariance model
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