On Consistency and Sparsity for Principal Components Analysis in High Dimensions
Top Cited Papers
- 1 June 2009
- journal article
- Published by Taylor & Francis in Journal of the American Statistical Association
- Vol. 104 (486) , 682-693
- https://doi.org/10.1198/jasa.2009.0121
Abstract
Principal components analysis (PCA) is a classic method for the reduction of dimensionality of data in the form of n observations (or cases) of a vector with p variables. Contemporary datasets ofte...Keywords
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