Boundary behavior in High Dimension, Low Sample Size asymptotics of PCA

Journal of Multivariate Analysis

Volumn 109, Issue , 2012, Pages 190-203

  Jung, Sungkyu ^a   Sen, Arusharka ^b   Marron, J S ^c  

^a UNIVERSITY OF PITTSBURGH   (United States)

^b Gina Cody School of Engineering and Computer Science   (Canada)

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

Author keywords

Consistency and strong inconsistency; Geometric representation; High Dimension Low Sample Size; p mixing; Primary; Principal component analysis; Secondary; Spiked covariance model

Indexed keywords

EID: 84860446130     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2012.03.005     Document Type: Article

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