Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model. | J Multivar Anal;173: 145-164, 2019 Sep. | MEDLINE

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Latin-American Center for Perinatology, Woman and Reproductive Health

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Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model.

Dey, Rounak; Lee, Seunggeun.

Affiliation

Dey R; Department of Biostatistics, University of Michigan School of Public Health, 1415 Washington Heights, Ann Arbor, MI 48109-2029, USA.
Lee S; Department of Biostatistics, University of Michigan School of Public Health, 1415 Washington Heights, Ann Arbor, MI 48109-2029, USA.

J Multivar Anal ; 173: 145-164, 2019 Sep.

Article in En | MEDLINE | ID: mdl-32831421

Key words

Consistent estimation; High-dimensional data; PC scores; Random matrix

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Full text: 1 Collection: 01-internacional Database: MEDLINE Type of study: Prognostic_studies Language: En Journal: J Multivar Anal Year: 2019 Type: Article Affiliation country: United States

Search on Google

Full text: 1 Collection: 01-internacional Database: MEDLINE Type of study: Prognostic_studies Language: En Journal: J Multivar Anal Year: 2019 Type: Article Affiliation country: United States