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