Robust signal dimension estimation via SURE

DOI10.1007/s00362-023-01512-2MaRDI QIDQ6581311

Joni Virta, Henri Nyberg, Niko Lietzén

Publication date: 30 July 2024

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

principal component analysiselliptical distributionscatter matrixrisk estimate

Mathematics Subject Classification ID

Statistics (62-XX)

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