Asymptotic performance of PCA for high-dimensional heteroscedastic data. Hong, D., Balzano, L., & Fessler, J. A. J. Multivar. Analys., 167:435–52, September, 2018.
doi  bibtex   
@ARTICLE{hong:18:apo,
 author = {D. Hong and L. Balzano and J. A. Fessler},
 title = {Asymptotic performance of {PCA} for high-dimensional heteroscedastic data},
 journal = {{J. Multivar. Analys.}},
 volume = 167,
 pages = {{435--52}},
 month = sep,
 pm = 30778267,
 pmc = 6377200,
 doi = {10.1016/j.jmva.2018.06.002},
 year = 2018
}

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