Principal component analysis on non-gaussian dependent data

Keyphrases

• Copula 100%
• Degree of Dependence 33%
• Dependent Data 100%
• Generalization Bounds 33%
• High-dimensional Setting 33%
• Monotone Transformations 33%
• Multivariate Gaussian 33%
• Multivariate Statistical Techniques 33%
• Non-Gaussian 100%
• Non-IID 33%
• Parameter Estimation 33%
• Parametric Rate 33%
• Principal Coordinate Analysis (PCoA) 100%
• Recovery Estimation 33%
• Semi-parametric 33%
• Semiparametric Model 33%
• Support Parameters 33%
• Support Recovery 33%
• Theoretical Performance 33%
• Weak Dependence 33%

Mathematics

• Copula 100%
• Dependent Data 100%
• Gaussian Distribution 100%
• Parameter Estimation 33%
• Parametric 33%
• Principal Component Analysis 100%
• Statistical Method 33%
• Sufficient Condition 33%

Economics, Econometrics and Finance

• Principal Components 100%
• Statistical Method 50%