Asymptotic performance of PCA for high-dimensional heteroscedastic data (Q1661372)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic performance of PCA for high-dimensional heteroscedastic data |
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Asymptotic performance of PCA for high-dimensional heteroscedastic data (English)
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16 August 2018
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asymptotic random matrix theory
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heteroscedasticity
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high-dimensional data
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principal component analysis
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subspace estimation
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