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Volumn 28, Issue 3-4, 1999, Pages 651-669

Shrinkage to smooth non-convex cone : Principal component analysis as Stein estimation

Author keywords

Matrix mean; Reduced rank; Second fundamental form; Singular value decomposition; Weyl's tube formula

Indexed keywords


EID: 26844464038     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929908832318     Document Type: Article
Times cited : (5)

References (15)
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  • 3
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  • 6
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  • 7
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  • 8
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    • Jame-Stein type estimator by shrinkage to closed convex sets with smooth boundary
    • Faculty of Economics, Univ. of Tokyo. Submitted for publication
    • Kuriki, S. and Takemura, A. (1997a). Jame-Stein type estimator by shrinkage to closed convex sets with smooth boundary. Discussion Paper 97-F-22, Faculty of Economics, Univ. of Tokyo. Submitted for publication.
    • (1997) Discussion Paper 97-F-22
    • Kuriki, S.1    Takemura, A.2
  • 11
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    • Unbiased estimator of risk for an orthogonally invariant estimator of a covariance matrix
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  • 14
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.