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Estimation on High-dimensional Low Rank Matrices

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  • Angelika Rohde

    (Crest)

  • Alexandre Tsybakov

    (Crest)

Abstract

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  • Angelika Rohde & Alexandre Tsybakov, 2010. "Estimation on High-dimensional Low Rank Matrices," Working Papers 2010-25, Center for Research in Economics and Statistics.
    • Handle: RePEc:crs:wpaper:2010-25
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    File URL: http://crest.science/RePEc/wpstorage/2010-25.pdf
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    Cited by:

    1. Olga Klopp, 2012. "Noisy Low-rank Matrix Completion with General Sampling Distribution," Working Papers 2012-06, Center for Research in Economics and Statistics.
    2. Bai, Jushan & Liao, Yuan, 2012. "Efficient Estimation of Approximate Factor Models," MPRA Paper 41558, University Library of Munich, Germany.
    3. Olga Klopp, 2012. "High Dimensional Matrix Estimation With Unknown Variance Of The Noise," Working Papers 2012-05, Center for Research in Economics and Statistics.
    4. Xi Luo, 2011. "Recovering Model Structures from Large Low Rank and Sparse Covariance Matrix Estimation," Papers 1111.1133, arXiv.org, revised Mar 2013.

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