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Volumn 38, Issue 16-17, 2009, Pages 2634-2652
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PCA consistency for non-gaussian data in high dimension, low sample size context
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Author keywords
Consistency; Dual covariance matrix; Eigenvalue distribution; HDLSS; Large p small n; Principal component analysis; Random matrix theory; Sample size
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Indexed keywords
CONSISTENCY;
DUAL COVARIANCE MATRIX;
EIGENVALUE DISTRIBUTION;
HDLSS;
LARGE P SMALL N;
RANDOM MATRIX THEORY;
SAMPLE SIZE;
COVARIANCE MATRIX;
EIGENVALUES AND EIGENFUNCTIONS;
PRINCIPAL COMPONENT ANALYSIS;
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EID: 70249102782
PISSN: 03610926
EISSN: 1532415X
Source Type: Journal
DOI: 10.1080/03610910902936083 Document Type: Article |
Times cited : (45)
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References (9)
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