Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions (Q2350071)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions |
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Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions (English)
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18 June 2015
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large-dimensional asymptotics
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covariance matrix eigenvalues
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nonlinear shrinkage
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principal component analysis
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