Covariance estimation for distributions with \({2+\varepsilon}\) moments (Q378788): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q1589033
Set OpenAlex properties.
 
(5 intermediate revisions by 5 users not shown)
Property / author
 
Property / author: R. V. Vershinin / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q105585026 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1106.2775 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantitative estimates of the convergence of the empirical covariance matrix in log-concave ensembles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sharp bounds on the rate of convergence of the empirical covariance matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on the largest eigenvalue of a large dimensional sample covariance matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit of the smallest eigenvalue of a large dimensional sample covariance matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Twice-Ramanujan Sparsifiers / rank
 
Normal rank
Property / cites work
 
Property / cites work: The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4227575 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extremal properties of Rademacher functions with applications to the Khintchine and Rosenthal inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random walks and anO*(n5) volume algorithm for convex bodies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some estimates of norms of random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Concentration of mass on convex bodies / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random vectors in the isotropic position / rank
 
Normal rank
Property / cites work
 
Property / cites work: How close is the sample covariance matrix to the actual covariance matrix? / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3099857106 / rank
 
Normal rank

Latest revision as of 10:28, 30 July 2024

scientific article
Language Label Description Also known as
English
Covariance estimation for distributions with \({2+\varepsilon}\) moments
scientific article

    Statements

    Covariance estimation for distributions with \({2+\varepsilon}\) moments (English)
    0 references
    0 references
    0 references
    0 references
    12 November 2013
    0 references
    0 references
    covariance matrices
    0 references
    high-dimensional distributions
    0 references
    Stieltjes transform
    0 references
    log-concave distributions
    0 references
    random matrices
    0 references
    0 references
    0 references
    0 references