ASYMPTOTIC EFFICIENCY IN HIGH-DIMENSIONAL COVARIANCE ESTIMATION (Q5122140)

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scientific article; zbMATH DE number 7250588
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ASYMPTOTIC EFFICIENCY IN HIGH-DIMENSIONAL COVARIANCE ESTIMATION
scientific article; zbMATH DE number 7250588

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    ASYMPTOTIC EFFICIENCY IN HIGH-DIMENSIONAL COVARIANCE ESTIMATION (English)
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    22 September 2020
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    asymptotic efficiency
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    sample covariance
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    bootstrap
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    effective rank
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    concentration inequalities
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    normal approximation
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