De-Biased Sparse PCA: Inference for Eigenstructure of Large Covariance Matrices (Q5001646)

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scientific article; zbMATH DE number 7374171
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De-Biased Sparse PCA: Inference for Eigenstructure of Large Covariance Matrices
scientific article; zbMATH DE number 7374171

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    De-Biased Sparse PCA: Inference for Eigenstructure of Large Covariance Matrices (English)
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    22 July 2021
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    M-estimator with Lasso penalty
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    Gaussian limiting distribution
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