Optimal Spectral Shrinkage and PCA With Heteroscedastic Noise (Q5001596)
From MaRDI portal
scientific article; zbMATH DE number 7374133
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Spectral Shrinkage and PCA With Heteroscedastic Noise |
scientific article; zbMATH DE number 7374133 |
Statements
Optimal Spectral Shrinkage and PCA With Heteroscedastic Noise (English)
0 references
22 July 2021
0 references
spiked covariance model with heteroscedastic noise
0 references
prediction
0 references
covariance estimation
0 references
principal component analysis
0 references
