On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA (Q2348740)

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    On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA
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      On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA (English)
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      15 June 2015
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      sample covariance matrix
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      decaying spectrum
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      minimax rates
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      Frobenius norm
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