Scale-invariant sparse PCA on high-dimensional meta-elliptical data
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Cites work
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- Holomorphic line bundles over a tower of coverings
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Cited in
(23)- Robust covariance estimation for approximate factor models
- High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination
- Robust covariance and scatter matrix estimation under Huber's contamination model
- Robust factor number specification for large-dimensional elliptical factor model
- Canonical correlation analysis for elliptical copulas
- A literature review of (Sparse) exponential family PCA
- Testing for principal component directions under weak identifiability
- Robust feature screening for elliptical copula regression model
- Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate
- Large covariance estimation through elliptical factor models
- Robust inference of risks of large portfolios
- An \(\ell_{\infty}\) eigenvector perturbation bound and its application
- ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions
- An overview of heavy-tail extensions of multivariate Gaussian distribution and their relations
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- Robust tests for scatter separability beyond Gaussianity
- Large-Dimensional Factor Analysis Without Moment Constraints
- Transfer learning for high-dimensional transelliptical graphical models
- A new non-parametric Kendall's tau for matrix-valued elliptical observations
- Distributed Learning for Principal Eigenspaces without Moment Constraints
- Rank tests for PCA under weak identifiability
- Influential Observations Detection by Random Projection in High-Dimensional Multivariate Response Linear Model
- Rejoinder: ``Robust Bayesian graphical modeling using Dirichlet \(t\)-distributions
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