Convergence of sample eigenvalues, eigenvectors, and principal component scores for ultra-high dimensional data
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Publication:2874959
DOI10.17615/g7j2-v452 10.1093/biomet/ast064; 10.17615/g7j2-v452zbMath1452.62412MaRDI QIDQ2874959
Fred A. Wright, Fei Zou, Seunggeun Lee
Publication date: 13 August 2014
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/ast064
62H25: Factor analysis and principal components; correspondence analysis
60B20: Random matrices (probabilistic aspects)
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