PCA and eigen-inference for a spiked covariance model with largest eigenvalues of same asymptotic order (Q398204)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PCA and eigen-inference for a spiked covariance model with largest eigenvalues of same asymptotic order |
scientific article |
Statements
PCA and eigen-inference for a spiked covariance model with largest eigenvalues of same asymptotic order (English)
0 references
12 August 2014
0 references
principal component analysis
0 references
spiked covariance model
0 references
eigeninference
0 references
hypothesis test
0 references
confidence interval
0 references
high dimensional data
0 references
HDLSS
0 references
0 references
0 references
0 references
