Signal-plus-noise matrix models: eigenvector deviations and fluctuations

DOI10.1093/biomet/asy070zbMath1506.62300arXiv1802.00381OpenAlexW2963224548MaRDI QIDQ5742774

Joshua Cape, Minh Tang, Carey E. Priebe

Publication date: 8 May 2019

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.00381

zbMATH Keywords

asymptotic normalityprincipal component analysisrandom matrixeigenvector perturbationsignal-plus-noise

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Probabilistic graphical models (62H22)

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