most citedConvergence and prediction of principal component scores in high-dimensional settings

92 citations · 92 across the 1 of their papers we have counts for

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1 paper

math.ST2012★ 92 cited

Convergence and prediction of principal component scores in high-dimensional settings

Seunggeun Lee, Fei Zou, Fred A. Wright

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 demonstra…