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PCA consistency for the power spiked model in high-dimensional settings

  • Published:2013-11 Issue: Volume:122 Page:334-354
  • ISSN:0047-259X
  • Container-title:Journal of Multivariate Analysis
  • language:en
  • Short-container-title:Journal of Multivariate Analysis

Author:

Yata Kazuyoshi,Aoshima Makoto

Funder

Japan Society for the Promotion of Science (JSPS)

JSPS

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference22 articles.

1. The high-dimension, low-sample-size geometric representation holds under mild conditions;Ahn;Biometrika,2007

2. Broad patterns of gene expression revealed by clustering analysis of tumor and normal colon tissues probed by oligonucleotide arrays;Alon;Proc. Natl. Acad. Sci. USA,1999

3. Two-stage procedures for high-dimensional data;Aoshima;Sequential Anal.,2011

4. Authors’ response;Aoshima;Sequential Anal.,2011

5. Estimation of spiked eigenvalues in spiked models;Bai;Random Matrices: Theory Appl.,2012

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3. Polynomial whitening for high-dimensional data;Computational Statistics;2022-09-08

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5. Shrinkage priors for single-spiked covariance models;Statistics & Probability Letters;2021-09
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