How close is the sample covariance matrix to the actual covariance matrix? (Q715740): Difference between revisions

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+Quantitative estimates of the convergence of the empirical covariance matrix in log-concave ensembles
+Normal rank
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+Sharp bounds on the rate of convergence of the empirical covariance matrix
+Normal rank
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+Sampling convex bodies: a random matrix approach
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+Normal rank
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+Q4387224
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+Normal rank
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+Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
+Normal rank
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+Q4249198
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+Normal rank
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+RANDOM POINTS IN ISOTROPIC UNCONDITIONAL CONVEX BODIES
+Normal rank
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+Q2760183
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+Normal rank
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+Random walks and anO*(n5) volume algorithm for convex bodies
+Normal rank
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+Optimization of a convex program with a polynomial perturbation
+Normal rank
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+Some estimates of norms of random matrices
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+Normal rank
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+Q3997990
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+Normal rank
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+Partial estimation of covariance matrices
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+Normal rank
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+Asymptotic theory of finite dimensional normed spaces. With an appendix by M. Gromov: Isoperimetric inequalities in Riemannian manifolds
+Normal rank
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+Concentration of mass on convex bodies
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+Normal rank
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+Generalized Thresholding of Large Covariance Matrices
+Normal rank
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+Random vectors in the isotropic position
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+Normal rank
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+Non-asymptotic theory of random matrices: extreme singular values
+Normal rank
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+The Expected Norm of Random Matrices
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+Normal rank
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+Weak convergence and empirical processes. With applications to statistics
+Normal rank
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+Frame expansions with erasures: an approach through the non-commutative operator theory
+Normal rank
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+Spectral norm of products of random and deterministic matrices
+Normal rank
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+Approximating the moments of marginals of high-dimensional distributions
+Normal rank