English for Mathematics

Vocabulary

Contents
    Add a header to begin generating the table of contents
    File could not be opened. Check the file's permissions to make sure it's readable by your server.

    Short Quiz

    1 / 1

    Inference in Principal Component Analysis (PCA) is classically based on the asymptotic ______ of the top eigenvalues of the sample covariance matrix, which are consistent estimators of the top ______ eigenvalues under low-dimensional asymptotics—when the sample size grows while the dimension is fixed (Anderson, 1963, 2003).

     

    (Excerpt from: Dobriban, Edgar. (2017). Sharp Detection in PCA under Correlations: All Eigenvalues Matter. The Annals of Statistics, 45(4), 1810-1833.) 

    Your score is

    Scroll to Top
    Scroll to Top