In applying statistical methods such as principal component analysis, canonical correlation analysis, and sufficient dimension reduction, we need to determine how many eigenvectors of a random matrix ...

This is a preview. Log in through your library . Publisher Information "The Society for Industrial and Applied Mathematics is a leading international association for applied mathematics, and its ...

A good way to see where this article is headed is to take a look at the screen shot of a demo program shown in Figure 1. The demo sets up a dummy dataset of six items: [ 5.1 3.5 1.4 0.2] [ 5.4 3.9 1.7 ...