Asymptotic Distribution of Studentized Contribution Ratio in High-Dimensional Principal Component Analysis

DOI10.1080/03610910802687760zbMath1160.62009OpenAlexW1977746946MaRDI QIDQ3625358

Masashi Hyodo, Takayuki Yamada

Publication date: 12 May 2009

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910802687760

zbMATH Keywords

tableshigh-dimensionsspiked population modelStudentized cumulative contribution ratio

Mathematics Subject Classification ID

Cites Work

• Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix
• On the distribution of the largest eigenvalue in principal components analysis
• Penalized discriminant analysis
• A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix
• Asymptotic expansions for the distributions of the sample roots under nonnormality
• Linear Statistical Inference and its Applications

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