Work

PCA and eigen-inference for a spiked covariance model with largest eigenvalues of same asymptotic order

Year: 2014

Type: article

Source: Brazilian Journal of Probability and Statistics

DOI: 10.1214/12-bjps205

Authors: Addy Bolivar-Cime, Victor Perez-Abreu

Institution: Mathematics Research Center

Language: English

Topic: Random Matrices and Applications

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W1995056847

FWCI:

Cites: 14

Cited by: 2

Related to: 7