Asymptotic properties of correlation-based principal component analysis
Jungjun Choi, Xiye Yang
Topics & Concepts
Principal component analysisEstimatorCovariance matrixMathematicsJackknife resamplingFunctional principal component analysisEigenvalues and eigenvectorsStatisticsContext (archaeology)CovarianceEconometricsApplied mathematicsPaleontologyQuantum mechanicsPhysicsBiologyAdvanced Statistical Methods and ModelsFinancial Risk and Volatility ModelingComplex Systems and Time Series Analysis