An eigenvector-assisted estimation framework for signal-plus-noise matrix models
信号加噪声矩阵模型的特征向量辅助估计框架
Summary In this paper, we develop an eigenvector-assisted estimation framework for a collection of signal-plus-noise matrix models arising in high-dimensional statistics and many applications. The framework is built upon a novel asymptotically unbiased estimating equation using the leading eigenvectors of the data matrix. However, the estimator obtained by directly solving the estimating equation could be numerically unstable in practice and lacks robustness against model…