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A. A. Albert, The Minimum Rank of a Correlation Matrix, Proceedings of the National Academy of Sciences of the United States of America, Vol. 30, No. 6 (Jun. 15, 1944), pp. 144-146 ...
Yunjin Choi, Jonathan Taylor, Robert Tibshirani, SELECTING THE NUMBER OF PRINCIPAL COMPONENTS: ESTIMATION OF THE TRUE RANK OF A NOISY MATRIX, The Annals of Statistics, Vol. 45, No. 6 (December 2017), ...
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