@article{c97eb28d3b3343a0a192de96639a435b,
title = "Minimum cost-compression risk in principal component analysis",
keywords = "compression loss, covariance matrix estimation, dimension reduction, principal component analysis, two-stage algorithm",
author = "Bhargab Chattopadhyay and Swarnali Banerjee",
note = "Publisher Copyright: {\textcopyright} 2022 Statistical Society of Australia.",
year = "2022",
month = dec,
doi = "10.1111/anzs.12378",
language = "English",
volume = "64",
pages = "422--441",
journal = "Australian and New Zealand Journal of Statistics",
issn = "1369-1473",
number = "4",
}