Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions (Q2350071)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6447165
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions |
scientific article; zbMATH DE number 6447165 |
Statements
Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions (English)
0 references
18 June 2015
0 references
large-dimensional asymptotics
0 references
covariance matrix eigenvalues
0 references
nonlinear shrinkage
0 references
principal component analysis
0 references
0 references
0 references
0 references
0 references
0 references
0.8758144378662109
0 references
0.8647189140319824
0 references
0.8356727361679077
0 references
0.8331896066665649
0 references
0.8328539729118347
0 references
