Spectrum estimation from samples
From MaRDI portal
Publication:1687128
DOI10.1214/16-AOS1525zbMath1443.62156arXiv1602.00061OpenAlexW2963211500MaRDI QIDQ1687128
Publication date: 22 December 2017
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.00061
random matrix theorymethod of momentsspectrum estimationhigh-dimensional inferenceeigenvalues of covariance matricessublinear sample size
Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Random matrices (probabilistic aspects) (60B20) Inference from stochastic processes and spectral analysis (62M15) Eigenvalues, singular values, and eigenvectors (15A18)
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