Asymptotics and concentration bounds for bilinear forms of spectral projectors of sample covariance (Q503099): Difference between revisions
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| Property / author: Q485315 / rank | |||
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| Property / author: Vladimir I. Koltchinskii / rank | |||
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| Property / Mathematics Subject Classification ID: 62H12 / rank | |||
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| Property / Mathematics Subject Classification ID: 62H25 / rank | |||
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| Property / Mathematics Subject Classification ID: 60B20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G08 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G20 / rank | |||
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| Property / zbMATH DE Number: 6673655 / rank | |||
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sample covariance | |||
| Property / zbMATH Keywords: sample covariance / rank | |||
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spectral projectors | |||
| Property / zbMATH Keywords: spectral projectors / rank | |||
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effective rank | |||
| Property / zbMATH Keywords: effective rank / rank | |||
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principal component analysis | |||
| Property / zbMATH Keywords: principal component analysis / rank | |||
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concentration inequalities | |||
| Property / zbMATH Keywords: concentration inequalities / rank | |||
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asymptotic distribution | |||
| Property / zbMATH Keywords: asymptotic distribution / rank | |||
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perturbation theory | |||
| Property / zbMATH Keywords: perturbation theory / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / arXiv ID: 1408.4643 / rank | |||
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| Property / OpenAlex ID: W2963770579 / rank | |||
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Latest revision as of 08:49, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics and concentration bounds for bilinear forms of spectral projectors of sample covariance |
scientific article |
Statements
Asymptotics and concentration bounds for bilinear forms of spectral projectors of sample covariance (English)
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11 January 2017
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sample covariance
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spectral projectors
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effective rank
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principal component analysis
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concentration inequalities
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asymptotic distribution
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perturbation theory
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