Abstract Details
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Activity Number:
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602
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Type:
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Contributed
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Date/Time:
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Thursday, August 7, 2014 : 8:30 AM to 10:20 AM
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Sponsor:
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IMS
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Abstract #311551
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Title:
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Spiked Models in Multivariate Analysis: James' Five-Fold Way
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Author(s):
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Iain Johnstone and Prathapa Dharmawansa*+
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Companies:
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Stanford University and Stanford University
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Keywords:
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Spiked model ;
low rank alternative ;
PCA ;
CCA
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Abstract:
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James (1964) sets out a 'five fold way' for classifying the distributions associated with many of the methods of classical multivariate analysis, such as principal components, canonical correlations and multiple response regression. With high dimensionality a popular theme in modern research, James' framework remains helpful. We will review some results that can be obtained by considering "low rank" alternatives to the traditional null hypotheses.
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Authors who are presenting talks have a * after their name.
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