Pages that link to "Item:Q2834478"

The following pages link to A general framework for consistency of principal component analysis (Q2834478):

Displaying 28 items.

• PCA consistency for the power spiked model in high-dimensional settings (Q391897) (← links)
• Asymptotics of hierarchical clustering for growing dimension (Q392113) (← links)
• The equivalence between principal component analysis and nearest flat in the least square sense (Q493252) (← links)
• Consistency of restricted maximum likelihood estimators of principal components (Q1018640) (← links)
• PCA consistency in high dimension, low sample size context (Q1043724) (← links)
• Convergence of algorithms used for principal component analysis (Q1386326) (← links)
• Clustering by principal component analysis with Gaussian kernel in high-dimension, low-sample-size settings (Q2048123) (← links)
• A guide for sparse PCA: model comparison and applications (Q2073736) (← links)
• Poisson reduced-rank models with sparse loadings (Q2132046) (← links)
• Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects (Q2227062) (← links)
• Testing for subsphericity when \(n\) and \(p\) are of different asymptotic order (Q2244531) (← links)
• On the eigenstructure of covariance matrices with divergent spikes (Q2692533) (← links)
• Continuity and Analysis of Sequences of Principal Components (Q3064092) (← links)
• PCA Consistency for Non-Gaussian Data in High Dimension, Low Sample Size Context (Q3644996) (← links)
• Self-Consistency and Principal Component Analysis (Q4541223) (← links)
• A survey of high dimension low sample size asymptotics (Q4639812) (← links)
• Nonsparse Learning with Latent Variables (Q4994162) (← links)
• (Q5004041) (← links)
• Principal Eigenportfolios for U.S. Equities (Q5092726) (← links)
• (Q5214193) (← links)
• Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues (Q5881144) (← links)
• Robust PCA for high‐dimensional data based on characteristic transformation (Q6075186) (← links)
• Correction to: ``Principal component analysis constrained by layered simple structures'' (Q6103807) (← links)
• A Model-free Variable Screening Method Based on Leverage Score (Q6107196) (← links)
• Randomized time Riemannian manifold Hamiltonian Monte Carlo (Q6190671) (← links)
• Design of input assignment and feedback gain for re‐stabilizing undirected networks with High‐Dimension Low‐Sample‐Size data (Q6194558) (← links)
• High-dimensional covariance matrix estimation (Q6601084) (← links)
• Double data piling: a high-dimensional solution for asymptotically perfect multi-category classification (Q6643296) (← links)