Optimal estimation and rank detection for sparse spiked covariance matrices
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Publication:2343031
DOI10.1007/s00440-014-0562-zzbMath1314.62130arXiv1305.3235OpenAlexW2051623559WikidataQ42196366 ScholiaQ42196366MaRDI QIDQ2343031
Zongming Ma, T. Tony Cai, Yihong Wu
Publication date: 4 May 2015
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1305.3235
covariance matrixminimax rate of convergencegroup sparsityprincipal subspacesparse principal component analysislow-rank matrixrank detection
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Nonparametric statistical resampling methods (62G09)
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Uses Software
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