Variance Variation Criterion and Consistency in Estimating the Number of Significant Signals of High-dimensional PCA

Guan-peng WANG, Heng-jian CUI

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Acta Mathematicae Applicatae Sinica(English Series) ›› 2022, Vol. 38 ›› Issue (3) : 513-531. DOI: 10.1007/s10255-022-1094-4
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Variance Variation Criterion and Consistency in Estimating the Number of Significant Signals of High-dimensional PCA

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