Covariance estimation for distributions with \({2+\varepsilon}\) moments (Q378788): 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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+A note on the largest eigenvalue of a large dimensional sample covariance matrix
+Normal rank
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+Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
+Normal rank
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+Twice-Ramanujan Sparsifiers
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+Normal rank
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+The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
+Normal rank
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+Q4227575
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+Normal rank
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+Extremal properties of Rademacher functions with applications to the Khintchine and Rosenthal inequalities
+Normal rank
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+Random walks and anO*(n5) volume algorithm for convex bodies
+Normal rank
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+Some estimates of norms of random matrices
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+Normal rank
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+Concentration of mass on convex bodies
@@ Property / cites work: Concentration of mass on convex bodies / rank @@
+Normal rank
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+On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
+Normal rank
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+Random vectors in the isotropic position
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+Normal rank
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+How close is the sample covariance matrix to the actual covariance matrix?
+Normal rank