Dimension Estimation in Noisy PCA With SURE and Random Matrix Theory

DOI10.1109/TSP.2008.2005865zbMath1390.94448OpenAlexW2149538437MaRDI QIDQ4568876

Magnús Örn Úlfarsson, Victor Solo

Publication date: 27 June 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2008.2005865

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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