Estimation of a sparse and spiked covariance matrix
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Publication:5256289
DOI10.1080/10485252.2015.1022545zbMath1320.62123OpenAlexW2058842984MaRDI QIDQ5256289
Publication date: 22 June 2015
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2015.1022545
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Genetics and epigenetics (92D10)
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