Estimation of a sparse and spiked covariance matrix (Q5256289)
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scientific article; zbMATH DE number 6448661
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of a sparse and spiked covariance matrix |
scientific article; zbMATH DE number 6448661 |
Statements
Estimation of a sparse and spiked covariance matrix (English)
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22 June 2015
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cross-validation
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factor analysis
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nuclear norm
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principal component analysis
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sparsity norm
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