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ICDM
2009
IEEE
139views Data Mining» more  ICDM 2009»
14 years 5 months ago
A Bootstrap Approach to Eigenvalue Correction
—Eigenvalue analysis is an important aspect in many data modeling methods. Unfortunately, the eigenvalues of the sample covariance matrix (sample eigenvalues) are biased estimate...
Anne Hendrikse, Luuk J. Spreeuwers, Raymond N. J. ...