In this article, we propose a new estimation methodology to deal with PCA for high-dimension, low-sample-size (HDLSS) data. We first show that HDLSS datasets have different geometric representations depending on whether a ρ-mixing-type dependency appears in variables or not. When the...

We introduce the concept of local moments for a distribution in p, p[greater-or-equal, slanted]1, at a point z[set membership, variant]p. Local moments are defined as normalized limits of the ordinary moments of a truncated version of the distribution, ignoring the probability mass falling...