Covariance estimation for distributions with \({2+\varepsilon}\) moments (Q378788): Difference between revisions
From MaRDI portal
Set profile property. |
Created claim: Wikidata QID (P12): Q105585026, #quickstatements; #temporary_batch_1711626644914 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q105585026 / rank | |||
Normal rank | |||
Revision as of 12:51, 28 March 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
12 November 2013
0 references
covariance matrices
0 references
high-dimensional distributions
0 references
Stieltjes transform
0 references
log-concave distributions
0 references
random matrices
0 references
