On the border of extreme and mild spiked models in the HDLSS framework
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Publication:413760
DOI10.1016/j.jmva.2012.01.003zbMath1236.62063OpenAlexW2004165757MaRDI QIDQ413760
Publication date: 7 May 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.01.003
principal components analysisspiked covariance modelHDLSS asymptoticsHDLSS geometric representationstrongly inconsistentsubspace consistent
Factor analysis and principal components; correspondence analysis (62H25) Eigenvalues, singular values, and eigenvectors (15A18)
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