Consistency of restricted maximum likelihood estimators of principal components

DOI10.1214/08-AOS608zbMath1161.62032arXiv0805.0465OpenAlexW2107520465MaRDI QIDQ1018640

Jie Peng, Debashis Paul

Publication date: 20 May 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0805.0465

zbMATH Keywords

consistencyprincipal component analysisStiefel manifoldhigh-dimensional datafunctional data analysisintrinsic geometry

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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Uses Software

• fda (R)

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