PCA and eigen-inference for a spiked covariance model with largest eigenvalues of same asymptotic order

DOI10.1214/12-BJPS205zbMath1319.62118MaRDI QIDQ398204

Addy Bolivar-Cime, Victor Perez-Abreu

Publication date: 12 August 2014

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1396615440

zbMATH Keywords

principal component analysis; hypothesis test; confidence interval; high dimensional data; HDLSS; spiked covariance model; eigeninference

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62E20: Asymptotic distribution theory in statistics

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A classifier under the strongly spiked eigenvalue model in high-dimension, low-sample-size context

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