On two-sample mean tests under spiked covariances

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Eigenvalue Ratio Test for the Number of Factors

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Social Sciences, Biostatistics, Experimental Design +7

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PCA consistency in high dimension, low sample size context

Sungkyu Jung, J. S. Marron · The Annals of Statistics · 2009 · 311 citations · Full text

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Sparse PCA: Optimal rates and adaptive estimation

Tommaso Cai, Zongming Ma, Yihong Wu · The Annals of Statistics · 2013 · 305 citations · Full text

Computing, Computer Science, Machine Learning +14