"Asymptotic properties of principal component analysis and shrinkage-bias ..."

Rounak Dey, Seunggeun Lee (2019)

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DOI: 10.1016/J.JMVA.2019.02.007

access: closed

type: Journal Article

metadata version: 2020-12-25

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Rounak Dey, Seunggeun Lee:
Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model. J. Multivar. Anal. 173: 145-164 (2019)

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