Approximating the moments of marginals of high-dimensional distributions
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Publication:717891
DOI10.1214/10-AOP589zbMath1271.62122arXiv0911.0391MaRDI QIDQ717891
Publication date: 10 October 2011
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0911.0391
Estimation in multivariate analysis (62H12) Random matrices (probabilistic aspects) (60B20) Applications of functional analysis in probability theory and statistics (46N30)
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Local invariance principles and their application to density estimation ⋮ Sampling discretization and related problems ⋮ Dimension-free bounds for sums of independent matrices and simple tensors via the variational principle ⋮ Finite-sample analysis of \(M\)-estimators using self-concordance ⋮ How close is the sample covariance matrix to the actual covariance matrix? ⋮ Marcinkiewicz-type discretization of \(L^p\)-norms under the Nikolskii-type inequality assumption
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