Diagonally Dominant Principal Component Analysis

DOI10.1080/10618600.2020.1713798OpenAlexW2999885330WikidataQ126379153 ScholiaQ126379153MaRDI QIDQ5066006

No author found.

Publication date: 28 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.00051

zbMATH Keywords

POEThigher criticismcovariance matrix estimationdecorrelationalternating projectionapproximate factor model

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• glasso
• Eigenstrat

Cites Work

• Unnamed Item
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