Pages that link to "Item:Q378788"

The following pages link to Covariance estimation for distributions with \({2+\varepsilon}\) moments (Q378788):

Displaying 33 items.

• Controlling the least eigenvalue of a random Gram matrix (Q286141) (← links)
• The relative effects of dimensionality and multiplicity of hypotheses on the \(F\)-test in linear regression (Q315402) (← links)
• The lower tail of random quadratic forms with applications to ordinary least squares (Q343803) (← links)
• On higher order isotropy conditions and lower bounds for sparse quadratic forms (Q489163) (← links)
• The limit of the smallest singular value of random matrices with i.i.d. entries (Q499284) (← links)
• Sparse recovery under weak moment assumptions (Q520739) (← links)
• Moment bounds for large autocovariance matrices under dependence (Q785402) (← links)
• Coverings of random ellipsoids, and invertibility of matrices with i.i.d. heavy-tailed entries (Q1617930) (← links)
• Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices (Q1639676) (← links)
• The spectral norm of random inner-product kernel matrices (Q1729691) (← links)
• The smallest singular value of a shifted $d$-regular random square matrix (Q1740600) (← links)
• Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries (Q1991680) (← links)
• Robust high-dimensional factor models with applications to statistical machine learning (Q2038305) (← links)
• On Monte-Carlo methods in convex stochastic optimization (Q2083277) (← links)
• Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices (Q2091833) (← links)
• Covariance estimation under one-bit quantization (Q2112828) (← links)
• Sampling discretization and related problems (Q2136857) (← links)
• Estimating covariance and precision matrices along subspaces (Q2219236) (← links)
• Generalized canonical correlation analysis for classification (Q2252903) (← links)
• On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence (Q2413247) (← links)
• On the interval of fluctuation of the singular values of random matrices (Q2628338) (← links)
• The smallest singular value of random rectangular matrices with no moment assumptions on entries (Q2630871) (← links)
• On the behaviour of the smallest eigenvalue of a high-dimensional sample covariance matrix (Q2854103) (← links)
• Concentration phenomena in high dimensional geometry (Q3451705) (← links)
• Restricted Invertibility Revisited (Q4604394) (← links)
• Approximating the covariance ellipsoid (Q5120344) (← links)
• On the discrepancy of random matrices with many columns (Q5120742) (← links)
• (Q5214264) (← links)
• Quantitative Version of a Silverstein’s Result (Q5255127) (← links)
• On Sufficient Conditions in the Marchenko--Pastur Theorem (Q6153532) (← links)
• Non-asymptotic bounds for the \(\ell_{\infty}\) estimator in linear regression with uniform noise (Q6178575) (← links)
• Dimension-free bounds for sums of independent matrices and simple tensors via the variational principle (Q6186442) (← links)
• Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions (Q6200904) (← links)