The masked sample covariance estimator: an analysis using matrix concentration inequalities (Q2869798): Difference between revisions

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Latest revision as of 23:33, 19 March 2024

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The masked sample covariance estimator: an analysis using matrix concentration inequalities
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    The masked sample covariance estimator: an analysis using matrix concentration inequalities (English)
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    6 January 2014
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    covariance estimation
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    matrix concentration inequality
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    matrix Khintchine inequality
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    matrix rosenthal inequality
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    random matrix
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    Schur product
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