Boundary behavior in high dimension, low sample size asymptotics of PCA

DOI10.1016/j.jmva.2012.03.005zbMath1241.62100OpenAlexW2130027785MaRDI QIDQ432317

Arusharka Sen, Sungkyu Jung, James Stephen Marron

Publication date: 4 July 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.03.005

zbMATH Keywords

consistencygeometric representation\(\rho\)-mixingprincipal components analysisspiked covariance modelstrong inconsistency

Mathematics Subject Classification ID

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