New asymptotic results in principal component analysis
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Publication:1688427
DOI10.1007/s13171-017-0106-6MaRDI QIDQ1688427
Karim Lounici, Vladimir I. Koltchinskii
Publication date: 5 January 2018
Published in: Sankhyā. Series A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1601.01457
asymptotic distribution; perturbation theory; principal component analysis; sample covariance; spectral projectors; effective rank
62H25: Factor analysis and principal components; correspondence analysis
62H12: Estimation in multivariate analysis
60B20: Random matrices (probabilistic aspects)
Uses Software