Efficient estimation of linear functionals of principal components
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Publication:2176629
DOI10.1214/19-AOS1816zbMath1440.62232arXiv1708.07642MaRDI QIDQ2176629
Richard Nickl, Vladimir I. Koltchinskii, Matthias Löffler
Publication date: 5 May 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.07642
62H25: Factor analysis and principal components; correspondence analysis
62E20: Asymptotic distribution theory in statistics
60F05: Central limit and other weak theorems
62E17: Approximations to statistical distributions (nonasymptotic)
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