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Scale-Invariant Sparse PCA on High-Dimensional Meta-Elliptical Data - MaRDI portal

Scale-Invariant Sparse PCA on High-Dimensional Meta-Elliptical Data (Q4975350)

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scientific article; zbMATH DE number 6756870
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Scale-Invariant Sparse PCA on High-Dimensional Meta-Elliptical Data
scientific article; zbMATH DE number 6756870

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    Scale-Invariant Sparse PCA on High-Dimensional Meta-Elliptical Data (English)
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    4 August 2017
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    elliptical distribution
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    high-dimensional statistics
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    principal component analysis
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    robust statistics
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