Principal component analysis in very high-dimensional spaces (Q2905103)

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scientific article; zbMATH DE number 6072093
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    Principal component analysis in very high-dimensional spaces
    scientific article; zbMATH DE number 6072093

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      24 August 2012
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      adaptive lasso
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      eigenvalues
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      eigenvectors
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      high-dimensional data
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      MC penalization
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      penalized principal component analysis
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      SCAD
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      sparsity
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      Principal component analysis in very high-dimensional spaces (English)
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