Covariance matrix estimation under low-rank factor model with nonnegative correlations

DOI10.1109/TSP.2022.3193232MaRDI QIDQ6603065zbMATH OpenFDO

Authors Rui Zhou, Jiaxi Ying, D. P. Palomar

Publication date 12 September 2024

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Cited in

(1)

• Sparse and integrative principal component analysis for multiview data

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