Consistency of the objective general index in high-dimensional settings
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DOI: 10.1016/j.jmva.2021.104938
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References listed on IDEAS
- Yata, Kazuyoshi & Aoshima, Makoto, 2013. "PCA consistency for the power spiked model in high-dimensional settings," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 334-354.
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- Sei, Tomonari, 2016. "An objective general index for multivariate ordered data," Journal of Multivariate Analysis, Elsevier, vol. 147(C), pages 247-264.
- Johnstone, Iain M. & Lu, Arthur Yu, 2009. "On Consistency and Sparsity for Principal Components Analysis in High Dimensions," Journal of the American Statistical Association, American Statistical Association, vol. 104(486), pages 682-693.
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Keywords
Diagonal scaling; General index; High-dimensional data; Principal component; Random matrix; Ranking;All these keywords.
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