PCA consistency for the power spiked model in high-dimensional settings

DOI10.1016/j.jmva.2013.08.003zbMath1280.62072arXiv1503.04549OpenAlexW1969057389MaRDI QIDQ391897

Makoto Aoshima, Kazuyoshi Yata

Publication date: 13 January 2014

Published in: Journal of Multivariate Analysis, Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.04549

zbMATH Keywords

asymptotic normalityheterogeneityfeature selectionmicroarray dataHDLSSnoise-reduction methodologylarge \(p\) small \(n\)cross-data-matrix methodologylarge p small nBayes error rate

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Asymptotic distribution of eigenvalues, asymptotic theory of eigenfunctions for ordinary differential operators (34L20)

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