Spectrum estimation from samples (Q1687128)

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Spectrum estimation from samples
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    Statements

    title
    Spectrum estimation from samples (English)
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    author
    Weihao Kong
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    Gregory Valiant
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    publication date
    22 December 2017
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    zbMATH Keywords
    spectrum estimation
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    eigenvalues of covariance matrices
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    sublinear sample size
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    method of moments
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    random matrix theory
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    high-dimensional inference
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    Identifiers

    DOI
    10.1214/16-AOS1525
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    Mathematics Subject Classification ID
    62H12
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    62H10
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    62M15
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    60B20
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    15A18
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    zbMATH DE Number
    6821124
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