Pages that link to "Item:Q2834478"

The following pages link to A General Framework For Consistency of Principal Component Analysis (Q2834478):

Displayed 18 items.

• Asymptotics of hierarchical clustering for growing dimension (Q392113) ‎ (← links)
• Clustering by principal component analysis with Gaussian kernel in high-dimension, low-sample-size settings (Q2048123) ‎ (← links)
• A guide for sparse PCA: model comparison and applications (Q2073736) ‎ (← links)
• Poisson reduced-rank models with sparse loadings (Q2132046) ‎ (← links)
• Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects (Q2227062) ‎ (← links)
• Testing for subsphericity when \(n\) and \(p\) are of different asymptotic order (Q2244531) ‎ (← links)
• On the eigenstructure of covariance matrices with divergent spikes (Q2692533) ‎ (← links)
• A survey of high dimension low sample size asymptotics (Q4639812) ‎ (← links)
• Nonsparse Learning with Latent Variables (Q4994162) ‎ (← links)
• (Q5004041) ‎ (← links)
• Principal Eigenportfolios for U.S. Equities (Q5092726) ‎ (← links)
• (Q5214193) ‎ (← links)
• Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues (Q5881144) ‎ (← links)
• Stability of principal components under normal and non-normal parent populations and different covariance structures scenarios (Q6074170) ‎ (← links)
• Robust PCA for high‐dimensional data based on characteristic transformation (Q6075186) ‎ (← links)
• A Model-free Variable Screening Method Based on Leverage Score (Q6107196) ‎ (← links)
• Randomized time Riemannian manifold Hamiltonian Monte Carlo (Q6190671) ‎ (← links)
• Design of input assignment and feedback gain for re‐stabilizing undirected networks with High‐Dimension Low‐Sample‐Size data (Q6194558) ‎ (← links)