Order Determination for Tensor-Valued Observations Using Data Augmentation
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Cites work
- A Multilinear Singular Value Decomposition
- A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix
- Asymptotic and bootstrap tests for subspace dimension
- Combining eigenvalues and variation of eigenvectors for order determination
- Dimension estimation in sufficient dimension reduction: a unifying approach
- Independent component analysis for tensor-valued data
- On Sliced Inverse Regression With High-Dimensional Covariates
- On multilinear principal component analysis of order-two tensors
- On order determination by predictor augmentation
- Principal component analysis.
- Rate of convergence in probability to the Marchenko-Pastur law
- Robust Low-Rank Tensor Minimization via a New Tensor Spectral $k$ -Support Norm
- Tensor Decompositions and Applications
- Tensor sliced inverse regression
- Tensors in Image Processing and Computer Vision
- The generalized degrees of freedom of multilinear principal component analysis
- Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods
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