Asymptotic performance of PCA for high-dimensional heteroscedastic data

Document Details

Document Type
Pub Defense Publication
Publication Date
Sep 01, 2018
Source ID
10.1016/j.jmva.2018.06.002

Entities

People

  • David Hong
  • Jeffrey A Fessler
  • Laura Balzano

Organizations

  • Army Research Office
  • Defense Advanced Research Projects Agency
  • National Institutes of Health
  • National Science Foundation
  • Shanghai Jiao Tong University