Which principal components are most sensitive to distributional changes?

DOI10.1002/STA4.252arXiv1905.06318OpenAlexW2995520147WikidataQ126532292 ScholiaQ126532292MaRDI QIDQ6318822

Martin Tveten

Publication date: 15 May 2019

Full work available at URL: https://doi.org/10.1002/sta4.252

Mathematics Subject Classification ID

Statistics (62-XX)

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Determining the number of change-point via high-dimensional cross-validation ⋮ Sensitivity of principal components to system changes in the presence of non-stationarity

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