On the number of principal components in high dimensions

DOI10.1093/biomet/asy010OpenAlexW2749207857MaRDI QIDQ5384592

Jeongyoun Ahn, Sungkyu Jung, Myung Hee Lee

Publication date: 24 June 2019

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.04981

zbMATH Keywords

principal component analysishigh-dimensional dataskewness test

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

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