PCA Consistency for Non-Gaussian Data in High Dimension, Low Sample Size Context (Q3644996)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PCA Consistency for Non-Gaussian Data in High Dimension, Low Sample Size Context |
scientific article |
Statements
PCA Consistency for Non-Gaussian Data in High Dimension, Low Sample Size Context (English)
0 references
16 November 2009
0 references
consistency
0 references
dual covariance matrix
0 references
eigenvalue distribution
0 references
HDLSS
0 references
large \(p\) small \(n\)
0 references
principal components analysis
0 references
random matrix theory
0 references
sample size
0 references
0 references
0 references
