Covariance estimation for distributions with \({2+\varepsilon}\) moments (Q378788)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Covariance estimation for distributions with \({2+\varepsilon}\) moments |
scientific article |
Statements
Covariance estimation for distributions with \({2+\varepsilon}\) moments (English)
0 references
12 November 2013
0 references
covariance matrices
0 references
high-dimensional distributions
0 references
Stieltjes transform
0 references
log-concave distributions
0 references
random matrices
0 references
0 references
0 references
0 references
0 references