Finite sample approximation results for principal component analysis: A matrix perturbation approach

DOI10.1214/08-AOS618zbMath1168.62058arXiv0901.3245MaRDI QIDQ1000307

Boaz Nadler

Publication date: 6 February 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.3245

zbMATH Keywords

phase transitions; spiked covariance model; matrix perturbations

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

15A42: Inequalities involving eigenvalues and eigenvectors

15A18: Eigenvalues, singular values, and eigenvectors

62E17: Approximations to statistical distributions (nonasymptotic)

15B52: Random matrices (algebraic aspects)