Asymptotics and concentration bounds for bilinear forms of spectral projectors of sample covariance (Q503099): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics and concentration bounds for bilinear forms of spectral projectors of sample covariance |
scientific article |
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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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