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Asymptotic Distribution of Studentized Contribution Ratio in High-Dimensional Principal Component Analysis |
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| Authors: | Masashi Hyodo Takayuki Yamada |
| Affiliation: | 1. Department of Mathematics , Graduate School of Science, Tokyo University of Science , Tokyo , Japan j1108702@ed.kagu.tus.ac.jp;3. Department of Clinical Medicine (Biostatistics), Division of Biostatistics , School of Pharmacy, Kitasato University , Tokyo , Japan |
| Abstract: | In this article, we develop a nonparametric estimator for the Hölder constant of a density function. We consider a simulation study to evaluate the performance of the proposal and construct smooth bootstrap confidence intervals. Also, we give a brief review over the impossibility to decide whether a density function is Hölder. |
| Keywords: | Asymptotic distribution High-dimension Spiked population model Studentized cumulative contribution ratio |