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
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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