English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

The problem of estimating a spiked covariance matrix in high dimensions underFrobenius loss, and the parallel problem of estimating the noise in spiked PCAis investigated. We propose an estimator of the noise parameter by minimizingan unbiased estimator of the invariant Frobenius risk using calculus ofvariations. The resulting estimator is shown, using random matrix theory, to bestrongly consistent and essentially asymptotically normal and minimax for thenoise estimation problem. We apply the construction to construct a robustspiked covariance matrix estimator with consistent eigenvalues.

Noise Estimation in the Spiked Covariance Model