Optimal estimation and rank detection for sparse spiked covariance matrices (Q2343031)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal estimation and rank detection for sparse spiked covariance matrices |
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Optimal estimation and rank detection for sparse spiked covariance matrices (English)
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4 May 2015
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covariance matrix
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group sparsity
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low-rank matrix
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minimax rate of convergence
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sparse principal component analysis
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principal subspace
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rank detection
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