Minimum cost‐compression risk in principal component analysis

DOI10.1111/anzs.12378zbMath1521.62094OpenAlexW4313417759MaRDI QIDQ6075174

Bhargab Chattopadhyay, Swarnali Banerjee

Publication date: 20 October 2023

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12378

zbMATH Keywords

principal component analysisdimension reductioncovariance matrix estimationtwo-stage algorithmcompression loss

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

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