Minimum cost‐compression risk in principal component analysis (Q6075174)

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scientific article; zbMATH DE number 7752734
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Minimum cost‐compression risk in principal component analysis
scientific article; zbMATH DE number 7752734

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    Minimum cost‐compression risk in principal component analysis (English)
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    20 October 2023
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    compression loss
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    covariance matrix estimation
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    dimension reduction
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    principal component analysis
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    two-stage algorithm
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