Estimation of the Number of Spiked Eigenvalues in a Covariance Matrix by Bulk Eigenvalue Matching Analysis (Q6107215)
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scientific article; zbMATH DE number 7705998
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the Number of Spiked Eigenvalues in a Covariance Matrix by Bulk Eigenvalue Matching Analysis |
scientific article; zbMATH DE number 7705998 |
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Estimation of the Number of Spiked Eigenvalues in a Covariance Matrix by Bulk Eigenvalue Matching Analysis (English)
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3 July 2023
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empirical null
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factor model
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Kaiser's criterion
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latent dimension
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Machenko-Pastur distribution
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parallel analysis
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principal component analysis
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unsupervised learning
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