ECA: High Dimensional Elliptical Component Analysis in non-Gaussian Distributions

14 October 2013

Papers citing "ECA: High Dimensional Elliptical Component Analysis in non-Gaussian Distributions"

7 / 7 papers shown

Title
Sparse PCA: Optimal rates and adaptive estimation Tommaso Cai Zongming Ma Yihong Wu 149 327 0 06 Nov 2012
High-dimensional covariance matrix estimation with missing observations Karim Lounici 167 183 0 12 Jan 2012
Truncated Power Method for Sparse Eigenvalue Problems Xiao-Tong Yuan Tong Zhang 124 329 0 12 Dec 2011
Sparse principal component analysis and iterative thresholding Zongming Ma 145 333 0 12 Dec 2011
PCA consistency in high dimension, low sample size context Sungkyu Jung J. S. Marron 102 319 0 19 Nov 2009
High-dimensional analysis of semidefinite relaxations for sparse principal components Arash A. Amini Martin J. Wainwright 150 313 0 27 Mar 2008
Regularized estimation of large covariance matrices Peter J. Bickel Elizaveta Levina 375 1,385 0 13 Mar 2008