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CONVERGENCE AND PREDICTION OF PRINCIPAL COMPONENT SCORES IN HIGH-DIMENSIONAL SETTINGS

A number of settings arise in which it is of interest to predict Principal Component (PC) scores for new observations using data from an initial sample. In this paper, we demonstrate that naive approaches to PC score prediction can be substantially biased towards 0 in the analysis of large matrices....

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Autors principals: Lee, Seunggeun, Zou, Fei, Wright, Fred A.
Format: Artigo
Idioma:Inglês
Publicat: 2010
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Accés en línia:https://ncbi.nlm.nih.gov/pmc/articles/PMC3062912/
https://ncbi.nlm.nih.gov/pubmed/21442047
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/10-AOS821
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