Consistency of sparse PCA in high dimension, low sample size contexts
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Publication:1941448
DOI10.1016/j.jmva.2012.10.007zbMath1258.62072arXiv1104.4289OpenAlexW2094754409MaRDI QIDQ1941448
Dan Shen, Haipeng Shen, James Stephen Marron
Publication date: 12 March 2013
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1104.4289
Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Eigenvalues, singular values, and eigenvectors (15A18)
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