ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions

Mathematics

• High-dimensional 50%
• Covariance matrix 28%
• Optimal Rate of Convergence 24%
• Eigenvector 19%
• Rank Statistics 13%
• Elliptical Distribution 13%
• Heavy-tailed Distribution 12%
• Estimator 12%
• Performance 12%
• Eigenspace 12%
• Principal Component Analysis 11%
• Combinatorics 9%
• Scaling 8%
• Alternatives 6%

Business & Economics

• Non-Gaussian Distributions 100%
• Covariance Matrix 29%
• Rate of Convergence 22%
• Combinatorics 14%
• Elliptical Distribution 14%
• Estimator 14%
• Principal Component Analysis 12%
• Scaling 10%
• Performance 6%
• Statistics 6%