Normal approximation and concentration of spectral projectors of sample covariance (Q524452): 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: 60B11 / rank | |||
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Property / zbMATH DE Number: 6710507 / 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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normal approximation | |||
Property / zbMATH Keywords: normal approximation / 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: 1504.07333 / rank | |||
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Latest revision as of 16:02, 18 April 2024
scientific article
Language | Label | Description | Also known as |
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English | Normal approximation and concentration of spectral projectors of sample covariance |
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Statements
Normal approximation and concentration of spectral projectors of sample covariance (English)
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2 May 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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normal approximation
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perturbation theory
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