Asymptotics and concentration bounds for bilinear forms of spectral projectors of sample covariance (Q503099)
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scientific article; zbMATH DE number 6673655
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| English | Asymptotics and concentration bounds for bilinear forms of spectral projectors of sample covariance |
scientific article; zbMATH DE number 6673655 |
Statements
Asymptotics and concentration bounds for bilinear forms of spectral projectors of sample covariance (English)
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11 January 2017
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sample covariance
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spectral projectors
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effective rank
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principal component analysis
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concentration inequalities
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asymptotic distribution
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perturbation theory
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0.8688856363296509
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0.8681212067604065
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0.7927526831626892
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0.7897772192955017
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0.7795282006263733
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