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Principal component analysis in very high-dimensional spaces - MaRDI portal

Principal component analysis in very high-dimensional spaces (Q2905103)

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scientific article; zbMATH DE number 6072093
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English
Principal component analysis in very high-dimensional spaces
scientific article; zbMATH DE number 6072093

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    24 August 2012
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    adaptive lasso
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    eigenvalues
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    eigenvectors
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    high-dimensional data
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    MC penalization
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    penalized principal component analysis
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    SCAD
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    sparsity
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    Principal component analysis in very high-dimensional spaces (English)
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    Identifiers