Minimax sparse principal subspace estimation in high dimensions
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Publication:2443207
DOI10.1214/13-AOS1151zbMath1288.62103arXiv1211.0373MaRDI QIDQ2443207
Publication date: 4 April 2014
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1211.0373
random matrices; sparsity; high-dimensional statistics; minimax bounds; principal components analysis
62H25: Factor analysis and principal components; correspondence analysis
62H12: Estimation in multivariate analysis
62C20: Minimax procedures in statistical decision theory
15A18: Eigenvalues, singular values, and eigenvectors
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