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Consistency and strong inconsistency
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Geometric representation
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High Dimension Low Sample Size
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Principal component analysis
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Spiked covariance model
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ρ-mixing
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Jung, Sungkyu
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Marron, J.S.
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Journal of Multivariate Analysis
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Boundary behavior in High Dimension, Low Sample Size asymptotics of PCA
Jung, Sungkyu
;
Sen, Arusharka
;
Marron, J.S.
- In:
Journal of Multivariate Analysis
109
(
2012
)
C
,
pp. 190-203
be of the order dα, where α<, =, or >1. Earlier results show the conditions for
consistency
and
strong
inconsistency
of …
Persistent link: https://www.econbiz.de/10011042061
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