Heteroskedastic PCA: algorithm, optimality, and applications (Q2119219)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heteroskedastic PCA: algorithm, optimality, and applications |
scientific article |
Statements
Heteroskedastic PCA: algorithm, optimality, and applications (English)
0 references
23 March 2022
0 references
factor analysis model
0 references
heteroskedasticity
0 references
perturbation bound
0 references
principal component analysis
0 references
singular value decomposition
0 references
