De-Biased Sparse PCA: Inference for Eigenstructure of Large Covariance Matrices (Q5001646)
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scientific article; zbMATH DE number 7374171
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | De-Biased Sparse PCA: Inference for Eigenstructure of Large Covariance Matrices |
scientific article; zbMATH DE number 7374171 |
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De-Biased Sparse PCA: Inference for Eigenstructure of Large Covariance Matrices (English)
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22 July 2021
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M-estimator with Lasso penalty
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Gaussian limiting distribution
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