Sparse principal component analysis and iterative thresholding

DOI10.1214/13-AOS1097zbMath1267.62074arXiv1112.2432MaRDI QIDQ355104

Zongming Ma

Publication date: 24 July 2013

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.2432

zbMATH Keywords

dimension reductionthresholdingsparsityhigh-dimensional statisticsprincipal subspacespiked covariance model

Mathematics Subject Classification ID

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Uses Software

• fda (R)
• FinTS
• PMA
• chemometrics

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