Pages that link to "Item:Q2874959"
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The following pages link to Convergence of sample eigenvalues, eigenvectors, and principal component scores for ultra-high dimensional data (Q2874959):
Displaying 10 items.
- Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model (Q131450) (← links)
- Convergence and prediction of principal component scores in high-dimensional settings (Q620562) (← links)
- A linear programming model for selection of sparse high-dimensional multiperiod portfolios (Q1622825) (← links)
- Subspace rotations for high-dimensional outlier detection (Q2022542) (← links)
- Poisson reduced-rank models with sparse loadings (Q2132046) (← links)
- RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices (Q2670788) (← links)
- Resolution of Degeneracy in Merton's Portfolio Problem (Q2953941) (← links)
- Adjusting systematic bias in high dimensional principal component scores (Q5066782) (← links)
- Robust PCA for high‐dimensional data based on characteristic transformation (Q6075186) (← links)
- The Cauchy Combination Test under Arbitrary Dependence Structures (Q6562766) (← links)
