PCA and eigen-inference for a spiked covariance model with largest eigenvalues of same asymptotic order (Q398204)
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scientific article; zbMATH DE number 6329294
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PCA and eigen-inference for a spiked covariance model with largest eigenvalues of same asymptotic order |
scientific article; zbMATH DE number 6329294 |
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PCA and eigen-inference for a spiked covariance model with largest eigenvalues of same asymptotic order (English)
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12 August 2014
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principal component analysis
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spiked covariance model
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eigeninference
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hypothesis test
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confidence interval
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high dimensional data
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HDLSS
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