Optimal Spectral Shrinkage and PCA With Heteroscedastic Noise (Q5001596): Difference between revisions

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Revision as of 18:23, 5 March 2024

scientific article; zbMATH DE number 7374133
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English
Optimal Spectral Shrinkage and PCA With Heteroscedastic Noise
scientific article; zbMATH DE number 7374133

    Statements

    Optimal Spectral Shrinkage and PCA With Heteroscedastic Noise (English)
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    22 July 2021
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    spiked covariance model with heteroscedastic noise
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    prediction
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    covariance estimation
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    principal component analysis
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