Optimal Shrinkage of Eigenvalues in the Spiked Covariance Model
Description
| Type of resource | text |
|---|---|
| Publication date | November 2013 |
| Language | English |
Creators/Contributors
| Author | D.L. Donoho | |
|---|---|---|
| Author | M. Gavish | |
| Author | I.M. Johnstone |
Subjects
| Genre | Technical reports |
|---|
Bibliographic information
| Report number | GEN_2013-10 |
|---|---|
| Location | https://purl.stanford.edu/hb691fp4993 |
Access conditions
- Use and reproduction
- Property rights reside with the repository. Literary rights reside with the creators of the documents or their heirs. To obtain permission to publish or reproduce, please contact the Department of Statistics' technical reports team at stat-techreports@lists.stanford.edu
- Copyright
- Copyright © Stanford University. All Rights Reserved.
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