"Asymptotic performance of PCA for high-dimensional heteroscedastic data."

David Hong, Laura Balzano, Jeffrey A. Fessler (2018)

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DOI: 10.1016/J.JMVA.2018.06.002

access: closed

type: Journal Article

metadata version: 2020-05-30

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David Hong, Laura Balzano, Jeffrey A. Fessler:
Asymptotic performance of PCA for high-dimensional heteroscedastic data. J. Multivar. Anal. 167: 435-452 (2018)

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