Quantifying the estimation error of principal component vectors

DOI10.1093/imaiai/iaz014zbMath1471.62395arXiv1710.10124OpenAlexW3084361255MaRDI QIDQ5006534

Jüri Lember, Raphael Hauser, Raul Kangro, Heinrich III Matzinger

Publication date: 16 August 2021

Published in: Information and Inference: A Journal of the IMA (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.10124

zbMATH Keywords

principal component analysissample complexityeigenvector approximation

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Inequalities involving eigenvalues and eigenvectors (15A42)

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