Asymptotics and concentration bounds for bilinear forms of spectral projectors of sample covariance (Q503099): Difference between revisions

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Asymptotics and concentration bounds for bilinear forms of spectral projectors of sample covariance
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    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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