Optimal estimation and rank detection for sparse spiked covariance matrices
Crossref DOI link: https://doi.org/10.1007/s00440-014-0562-z
Published Online: 2014-04-22
Published Print: 2015-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cai, Tony
Ma, Zongming
Wu, Yihong
Text and Data Mining valid from 2014-04-22
Version of Record valid from 2014-04-22
Article History
Received: 27 January 2013
Revised: 23 March 2014
First Online: 22 April 2014
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