The masked sample covariance estimator: an analysis using matrix concentration inequalities (Q2869798)
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scientific article; zbMATH DE number 6242993
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| English | The masked sample covariance estimator: an analysis using matrix concentration inequalities |
scientific article; zbMATH DE number 6242993 |
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The masked sample covariance estimator: an analysis using matrix concentration inequalities (English)
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6 January 2014
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covariance estimation
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matrix concentration inequality
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matrix Khintchine inequality
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matrix rosenthal inequality
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random matrix
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Schur product
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0.799220621585846
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0.7885515689849854
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0.7871440052986145
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0.786871612071991
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