Article ID Journal Published Year Pages File Type
7548698 Statistics & Probability Letters 2018 7 Pages PDF
Abstract
Stein's unbiased risk estimate (SURE) is considered for matrix valued observables with low rank means. It is shown that SURE is applicable to a class of spectral function estimators including the reduced rank estimator.
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Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
On Stein's unbiased risk estimate for reduced rank estimators
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