Asymptotic properties of the first principal component and equality tests of covariance matrices in high-dimension, low-sample-size context

DOI10.1016/j.jspi.2015.10.007zbMath1381.62146arXiv1503.07302OpenAlexW2963212318MaRDI QIDQ899373

Kazuyoshi Yata, Makoto Aoshima, Aki Ishii

Publication date: 28 December 2015

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.07302

zbMATH Keywords

PCAHDLSSnoise-reduction methodologycontribution ratioequality test of covariance matrices

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

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Cites Work

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• The high-dimension, low-sample-size geometric representation holds under mild conditions