Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications (Q2137016)

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scientific article; zbMATH DE number 7526582
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    Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications
    scientific article; zbMATH DE number 7526582

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      Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications (English)
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      16 May 2022
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      approximate factor model
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      Gram-type matrices
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      high-dimensional time series
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      non-asymptotic analysis
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      principal component analysis
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      spectral decomposition
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