Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching

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Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching
Bootstrapping spectral statistics in high dimensions

Cited In (6)

Bootstrapping the Operator Norm in High Dimensions: Error Estimation for Covariance Matrices and Sketching
Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching
Efficient Error and Variance Estimation for Randomized Matrix Computations
A bootstrap method for spectral statistics in high-dimensional elliptical models
Rates of Bootstrap Approximation for Eigenvalues in High-Dimensional PCA
Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions

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