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New asymptotic results in principal component analysis - MaRDI portal

New asymptotic results in principal component analysis

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Publication:6269061

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DOI10.1007/S13171-017-0106-6arXiv1601.01457MaRDI QIDQ6269061

Vladimir I. Koltchinskii, Karim Lounici

Publication date: 7 January 2016

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Random matrices (probabilistic aspects) (60B20)

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