Optimal Spectral Shrinkage and PCA With Heteroscedastic Noise (Q5001596): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3125511429 / rank | |||
Normal rank | |||
Latest revision as of 09:44, 30 July 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)
0 references
22 July 2021
0 references
spiked covariance model with heteroscedastic noise
0 references
prediction
0 references
covariance estimation
0 references
principal component analysis
0 references
