Lassoing eigenvalues (Q5113018)
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scientific article; zbMATH DE number 7210405
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lassoing eigenvalues |
scientific article; zbMATH DE number 7210405 |
Statements
Lassoing eigenvalues (English)
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9 June 2020
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cross-validation
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Marchenko-Pastur distribution
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penalization
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principal component
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spiked covariance matrix
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