Shrinkage to smooth non-convex cone :Principal component analysis as stein estimation (Q4240718)

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scientific article; zbMATH DE number 1281478
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Shrinkage to smooth non-convex cone :Principal component analysis as stein estimation
scientific article; zbMATH DE number 1281478

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    Shrinkage to smooth non-convex cone :Principal component analysis as stein estimation (English)
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    7 July 1999
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    reduced rank
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    second fundamental form
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    singular value decomposition
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    Weyl's tube formula
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    principal component analysis
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    matrix mean
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