The statistics and mathematics of high dimension low sample size asymptotics
DOI10.5705/SS.202015.0088zbMATH Open1356.62077OpenAlexW2518752564WikidataQ39065194 ScholiaQ39065194MaRDI QIDQ2828626FDOQ2828626
Authors: Dan Shen, Haipeng Shen, Hongtu Zhu, J. S. Marron 
Publication date: 26 October 2016
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc5173295
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Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)
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
- Title not available (Why is that?)
- Asymptotic properties of the first principal component and equality tests of covariance matrices in high-dimension, low-sample-size context
- Asymptotics of empirical eigenstructure for high dimensional spiked covariance
- Boundary behavior in high dimension, low sample size asymptotics of PCA
- 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
- A general framework for consistency of principal component analysis
- Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model
- Distributed estimation of principal eigenspaces
- Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model
- Factor-Adjusted Regularized Model Selection
- On asymptotic normality of cross data matrix-based PCA in high dimension low sample size
- Large sample correlation matrices with unbounded spectrum
- Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model
- Information criteria for latent factor models: a study on factor pervasiveness and adaptivity
- A guide for sparse PCA: model comparison and applications
- Integrative sparse principal component analysis
- 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
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