19 citations · 21 across the 2 of their papers we have counts for
2 papers
math.ST2014★ 2 cited
Noise Estimation in the Spiked Covariance Model
Didier Chételat, Martin T. Wells
The problem of estimating a spiked covariance matrix in high dimensions under Frobenius loss, and the parallel problem of estimating the noise in spiked PCA is investigated. We pro…
stat.ME2012★ 19 cited
On Improved Loss Estimation for Shrinkage Estimators
Dominique Fourdrinier, Martin T. Wells
Let be a random vector with distribution where is an unknown parameter. When estimating by some estimator under a loss function , classical decisio…