Bootstrap confidence sets for spectral projectors of sample covariance (Q2312688)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap confidence sets for spectral projectors of sample covariance |
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Bootstrap confidence sets for spectral projectors of sample covariance (English)
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17 July 2019
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sample covariance matrices
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spectral projectors
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multiplier bootstrap
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Gaussian comparison and anti-concentration inequalities
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effective rank
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