Shrinkage to smooth non-convex cone :Principal component analysis as stein estimation

DOI10.1080/03610929908832318zbMATH Open0918.62054OpenAlexW2008109961MaRDI QIDQ4240718FDOQ4240718

Authors: Akimichi Takemura, Satoshi Kuriki 

Publication date: 7 July 1999

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929908832318

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zbMATH Keywords

principal component analysissingular value decompositionsecond fundamental formmatrix meanreduced rankWeyl's tube formula

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) Eigenvalues, singular values, and eigenvectors (15A18)

Cites Work

• On the Volume of Tubes
• Empirical Bayes on vector observations: An extension of Stein's method
• Normal Multivariate Analysis and the Orthogonal Group
• Empirical Bayes minimax estimators of matrix normal means
• On estimation of a matrix of normal means with unknown covariance matrix
• On estimation of matrix of normal mean
• Minimax estimators in the MANOVA model for arbitrary quadratic loss and unknown covariance matrix

Cited In (5)

• On the degrees of freedom in shrinkage estimation
• Computation of the expected Euler characteristic for the largest eigenvalue of a real non-central Wishart matrix
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
• Improved loss estimation for a normal mean matrix
• A geometrical explanation of Stein shrinkage

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