Covariance matrix estimation under low-rank factor model with nonnegative correlations

DOI10.1109/tsp.2022.3193232zbMath1548.62146MaRDI QIDQ6603065

Rui Zhou, Daniel P. Palomar, Jiaxi Ying

Publication date: 12 September 2024

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

Mathematics Subject Classification ID

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

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