Principal components selection given extensively many variables

DOI10.1016/j.spl.2005.04.031zbMath1083.15016OpenAlexW2067092078MaRDI QIDQ2387330

Nils Lehmann

Publication date: 2 September 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.04.031

zbMATH Keywords

principal component analysisrandom matrix theoryWishart ensembleWishart matricesGaussian orthogonal ensemble

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Eigenvalues, singular values, and eigenvectors (15A18)

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