The statistics and mathematics of high dimension low sample size asymptotics
From MaRDI portal
Publication:2828626
Recommendations
- Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
- Asymptotics of empirical eigenstructure for high dimensional spiked covariance
- PCA and eigen-inference for a spiked covariance model with largest eigenvalues of same asymptotic order
- Consistency of sparse PCA in high dimension, low sample size contexts
- Boundary behavior in high dimension, low sample size asymptotics of PCA
Cited in
(32)- A test of sphericity for high-dimensional data and its application for detection of divergently spiked noise
- PCA and eigen-inference for a spiked covariance model with largest eigenvalues of same asymptotic order
- The high-dimension, low-sample-size geometric representation holds under mild conditions
- A survey of high dimension low sample size asymptotics
- On the border of extreme and mild spiked models in the HDLSS framework
- Asymptotic properties of the first principal component and equality tests of covariance matrices in high-dimension, low-sample-size context
- scientific article; zbMATH DE number 7370530 (Why is no real title available?)
- Boundary behavior in high dimension, low sample size asymptotics of PCA
- Asymptotics of empirical eigenstructure for high dimensional spiked covariance
- Nonasymptotic analysis of the Lawley-Hotelling statistic for high-dimensional data
- Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models
- Convergence of sample eigenvalues, eigenvectors, and principal component scores for ultra-high dimensional data
- Lower bounds for invariant statistical models with applications to principal component analysis
- Robust PCA for high‐dimensional data based on characteristic transformation
- Perturbation theory for cross data matrix-based PCA
- Statistical inference for principal components of spiked covariance matrices
- Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model
- A general framework for consistency of principal component analysis
- Factor-Adjusted Regularized Model Selection
- Distributed estimation of principal eigenspaces
- Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model
- On asymptotic normality of cross data matrix-based PCA in high dimension low sample size
- Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model
- Large sample correlation matrices with unbounded spectrum
- Information criteria for latent factor models: a study on factor pervasiveness and adaptivity
- Integrative sparse principal component analysis
- A guide for sparse PCA: model comparison and applications
- A Model-free Variable Screening Method Based on Leverage Score
- Adjusting systematic bias in high dimensional principal component scores
- A classifier under the strongly spiked eigenvalue model in high-dimension, low-sample-size context
- The dispersion bias
- Farmtest: factor-adjusted robust multiple testing with approximate false discovery control
This page was built for publication: The statistics and mathematics of high dimension low sample size asymptotics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2828626)
