Efficient estimation of linear functionals of principal components
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Publication:2176629
DOI10.1214/19-AOS1816zbMath1440.62232arXiv1708.07642MaRDI QIDQ2176629
Richard Nickl, Matthias Löffler, Vladimir I. Koltchinskii
Publication date: 5 May 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.07642
Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17)
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