Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA (Q2155641)
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scientific article; zbMATH DE number 7557663
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| English | Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA |
scientific article; zbMATH DE number 7557663 |
Statements
Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA (English)
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15 July 2022
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consistency
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variance variation criterion
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significant eigenvalues
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high dimension
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spiked model
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0.8679567
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0.85631096
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0.8551159
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0.8494128
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0.83936787
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0.8393477
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0.8311147
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