Diagonally Dominant Principal Component Analysis
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Publication:5066006
DOI10.1080/10618600.2020.1713798OpenAlexW2999885330WikidataQ126379153 ScholiaQ126379153MaRDI QIDQ5066006FDOQ5066006
Authors:
Publication date: 28 March 2022
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1906.00051
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POETcovariance matrix estimationdecorrelationhigher criticismalternating projectionapproximate factor model
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