An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation (Q4558538)
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scientific article; zbMATH DE number 6982963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation |
scientific article; zbMATH DE number 6982963 |
Statements
22 November 2018
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matrix perturbation theory
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incoherence
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low-rank matrices
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sparsity
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approximate factor model
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math.ST
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math.NA
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stat.TH
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