Minimum cost‐compression risk in principal component analysis
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Publication:6075174
DOI10.1111/anzs.12378zbMath1521.62094OpenAlexW4313417759MaRDI QIDQ6075174
Bhargab Chattopadhyay, Swarnali Banerjee
Publication date: 20 October 2023
Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/anzs.12378
principal component analysisdimension reductioncovariance matrix estimationtwo-stage algorithmcompression loss
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