研究情報

論文「Sparse principal component analysis for high-dimensional stationary time series」が国際誌 Scandinavian Journal of Statistics に受理されました．

DOI: 10.1111/sjos.12664

Sparse principal component analysis for high‐dimensional stationary time series

We consider the sparse principal component analysis for high-dimensional stationary processes. The standard principal component analysis performs poorly when the dimension of the process is large. We…

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