PCA and eigen-inference for a spiked covariance model with largest eigenvalues of same asymptotic order
Bolivar-Cime, Addy, Perez-Abreu, VictorVolume:
28
Language:
english
Journal:
Brazilian Journal of Probability and Statistics
DOI:
10.1214/12-BJPS205
Date:
May, 2014
File:
PDF, 205 KB
english, 2014