Convergence of sample eigenvalues, eigenvectors, and principal component scores for ultra-high dimensional data

DOI10.1093/biomet/ast064zbMath1452.62412OpenAlexW1979951923MaRDI QIDQ2874959

Fred A. Wright, Fei Zou, Seunggeun Lee

Publication date: 13 August 2014

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/ast064

zbMATH Keywords

principal component analysisrandom matrixhigh-dimension low sample size data

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Random matrices (probabilistic aspects) (60B20)

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