Pages that link to "Item:Q627752"

The following pages link to Sharp bounds on the rate of convergence of the empirical covariance matrix (Q627752):

Displaying 21 items.

• The lower tail of random quadratic forms with applications to ordinary least squares (Q343803) (← links)
• Covariance estimation for distributions with \({2+\varepsilon}\) moments (Q378788) (← links)
• On generic chaining and the smallest singular value of random matrices with heavy tails (Q418699) (← links)
• Geometry of log-concave ensembles of random matrices and approximate reconstruction (Q639597) (← links)
• How close is the sample covariance matrix to the actual covariance matrix? (Q715740) (← 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)
• Rank-one multi-reference factor analysis (Q2029090) (← links)
• Finite impulse response models: a non-asymptotic analysis of the least squares estimator (Q2040046) (← links)
• Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching (Q2108486) (← links)
• Covariance estimation under one-bit quantization (Q2112828) (← links)
• On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence (Q2413247) (← links)
• Restricted isometry property for random matrices with heavy-tailed columns (Q2450279) (← links)
• On the uniform convergence of empirical norms and inner products, with application to causal inference (Q2452107) (← 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)
• Concentration phenomena in high dimensional geometry (Q3451705) (← links)
• Quantitative Version of a Silverstein’s Result (Q5255127) (← links)
• Tyler's and Maronna's M-estimators: non-asymptotic concentration results (Q6097559) (← links)
• Random polytopes generated by contoured distributions (Q6500090) (← links)
• Large-dimensional central limit theorem with fourth-moment error bounds on convex sets and balls (Q6590452) (← links)