The article "Asymptotic Theory for Principal Component Analysis" by T. W. Anderson, published in 1963 in The Annals of Mathematical Statistics, presents an asymptotic theory for principal component analysis (PCA). The article discusses the behavior of eigenvalues and eigenvectors in large samples, and shows that the sample estimates of these quantities converge to their population values as the sample size increases. The article also presents a formula for the asymptotic distribution of the sample estimates of the principal components, which allows for the construction of confidence intervals and hypothesis tests. Overall, the article provides a theoretical foundation for PCA that is still widely used today

Please summarize the articlearticle informationT W Anderson Asymptotic Theory for Principal Component Analysis The Annals of Math- ematical Statistics 341122 – 148 1963

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