Hall, Peter; Marron, J. S.; Neeman, Amnon - In: Journal of the Royal Statistical Society Series B 67 (2005) 3, pp. 427-444
High dimension, low sample size data are emerging in various areas of science. We find a common structure underlying many such data sets by using a non-standard type of asymptotics: the dimension tends to ∞ while the sample size is fixed. Our analysis shows a tendency for the data to lie...