Normal approximation and concentration of spectral projectors of sample covariance (Q524452)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Normal approximation and concentration of spectral projectors of sample covariance |
scientific article |
Statements
Normal approximation and concentration of spectral projectors of sample covariance (English)
0 references
2 May 2017
0 references
sample covariance
0 references
spectral projectors
0 references
effective rank
0 references
principal component analysis
0 references
concentration inequalities
0 references
normal approximation
0 references
perturbation theory
0 references
