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Volumn 38, Issue 16-17, 2009, Pages 2634-2652

PCA consistency for non-gaussian data in high dimension, low sample size context

Author keywords

Consistency; Dual covariance matrix; Eigenvalue distribution; HDLSS; Large p small n; Principal component analysis; Random matrix theory; Sample size

Indexed keywords

CONSISTENCY; DUAL COVARIANCE MATRIX; EIGENVALUE DISTRIBUTION; HDLSS; LARGE P SMALL N; RANDOM MATRIX THEORY; SAMPLE SIZE;

EID: 70249102782     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610910902936083     Document Type: Article
Times cited : (45)

References (9)
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  • 2
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    • Geometric representation of high dimension, low sample size data
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    • Asymptotics of sample eigenstructure for a large dimensional spiked cavariance model
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    • Intrinsic dimensionality estimation of high dimension, low sample size data with d-asymptotics
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.