Adaptive reference-guided estimation of principal component subspace in high dimensions

DOI10.1002/STA4.70081MaRDI QIDQ6892312zbMATH OpenFDO

Authors Dongsun Yoon, Sungkyu Jung

Publication date 1 December 2025

Published in Stat (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

zbMATH Keywords

principal component analysisJames-Stein estimatorHDLSSspiked covariance modelsubspace estimationnegative ridge

Mathematics Subject Classification ID

Statistics (62-XX)

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