Asymptotic performance of PCA for high-dimensional heteroscedastic data. Hong, D., Balzano, L., & Fessler, J. A. 2017.
Asymptotic performance of PCA for high-dimensional heteroscedastic data [link]Paper  bibtex   
@MISC{hong:17:apo-arxiv,
 author = {D. Hong and L. Balzano and J. A. Fessler},
 title = {Asymptotic performance of {PCA} for high-dimensional heteroscedastic data},
 url = {http://arxiv.org/abs/1703.06610},
 year = 2017
}

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