Optimal estimation and rank detection for sparse spiked covariance matrices (Q2343031): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: glasso / rank | |||
Normal rank | |||
Revision as of 08:35, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal estimation and rank detection for sparse spiked covariance matrices |
scientific article |
Statements
Optimal estimation and rank detection for sparse spiked covariance matrices (English)
0 references
4 May 2015
0 references
covariance matrix
0 references
group sparsity
0 references
low-rank matrix
0 references
minimax rate of convergence
0 references
sparse principal component analysis
0 references
principal subspace
0 references
rank detection
0 references
