PCA and eigen-inference for a spiked covariance model with largest eigenvalues of same asymptotic order (Q398204)
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scientific article; zbMATH DE number 6329294
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| English | PCA and eigen-inference for a spiked covariance model with largest eigenvalues of same asymptotic order |
scientific article; zbMATH DE number 6329294 |
Statements
PCA and eigen-inference for a spiked covariance model with largest eigenvalues of same asymptotic order (English)
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12 August 2014
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principal component analysis
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spiked covariance model
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eigeninference
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hypothesis test
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confidence interval
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high dimensional data
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HDLSS
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0.8576951622962952
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0.8560823798179626
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0.8432657122612
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0.830138623714447
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