On the non-asymptotic concentration of heteroskedastic Wishart-type matrix (Q2119688)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the non-asymptotic concentration of heteroskedastic Wishart-type matrix
scientific article

    Statements

    On the non-asymptotic concentration of heteroskedastic Wishart-type matrix (English)
    0 references
    0 references
    0 references
    30 March 2022
    0 references
    0 references
    concentration inequality
    0 references
    nonasymptotic bound
    0 references
    random matrix
    0 references
    Wishart matrix
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references