PCA consistency in High Dimension, Low Sample Size context

Annals of Statistics

Volumn 37, Issue 6 B, 2009, Pages 4104-4130

  Jung, Sungkyu ^a   Marron, J S ^a  

^a University of North Carolina at Chapel Hill   (United States)

Author keywords

mixing; Consistency and strong inconsistency; High Dimension; Low Sample Size data; Nonstandard asymptotics; Principal Component Analysis; Sample covariance matrix; Spiked population model

Indexed keywords

EID: 70249103304     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/09-AOS709     Document Type: Article

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