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Search: subject:"spiked covariance model"
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Spiked covariance model
2
Time series analysis
2
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reduced-rank process
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spiked covariance model
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Consistency and strong inconsistency
1
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Estimation theory
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General Dynamic Factor Models
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HDLSS asymptotics
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High Dimension Low Sample Size
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Principal Component Analysis
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Principal component analysis
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Schätztheorie
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Strongly Inconsistent
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Subspace Consistent
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general dynamic factor model
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high-dimensional time series
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Hallin, Marc
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Jung, Sungkyu
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Lee, Myung Hee
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Sen, Arusharka
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Journal of Multivariate Analysis
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Manfred Deistler and the general-dynamic-factor-model approach to the statistical analysis of high-dimensional time series
Hallin, Marc
- In:
Econometrics : open access journal
10
(
2022
)
4
,
pp. 1-9
For more than half a century, Manfred Deistler has been contributing to the construction of the rigorous theoretical foundations of the statistical analysis of time series and more general stochastic processes. Half a century of unremitting activity is not easily summarized in a few pages. In...
Persistent link: https://www.econbiz.de/10013533262
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2
Manfred Deistler and the general dynamic factor model approach to the analysis of high-dimensional time series
Hallin, Marc
-
2022
Persistent link: https://www.econbiz.de/10013415114
Saved in:
3
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
and n is fixed, under a generalized
spiked
covariance
model
. Specifically, we assume the largest population eigenvalues to …
Persistent link: https://www.econbiz.de/10011042061
Saved in:
4
On the border of extreme and mild spiked models in the HDLSS framework
Lee, Myung Hee
- In:
Journal of Multivariate Analysis
107
(
2012
)
C
,
pp. 162-168
In the
spiked
covariance
model
for High Dimension Low Sample Size (HDLSS) asymptotics where the dimension tends to …
Persistent link: https://www.econbiz.de/10010572308
Saved in:
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