On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence (Q2413247)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence |
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On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence (English)
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10 April 2018
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convex body
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random matrix
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covariance matrix
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singular value
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operator norm
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Sherman-Morrison formula
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thin-shell inequality
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log-concave distribution
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dependence
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