High dimension low sample size asymptotics of robust PCA

DOI10.1214/15-EJS992zbMath1307.62160WikidataQ57439224 ScholiaQ57439224MaRDI QIDQ2259533

Yi-Hui Zhou, James Stephen Marron

Publication date: 4 March 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1423491229

zbMATH Keywords

robustnessoutlierspherical PCAspike model

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Related Items

Reconstruction of a high-dimensional low-rank matrix, Continuum directions for supervised dimension reduction, A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes, A survey of high dimension low sample size asymptotics

Uses Software

• EBayesThresh

Cites Work

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