On information plus noise kernel random matrices

DOI10.1214/10-AOS801zbMath1200.62056arXiv1011.2660MaRDI QIDQ605943

Noureddine El Karoui

Publication date: 15 November 2010

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.2660

zbMATH Keywords

random matrix theoryconcentration of measuremachine learningmultivariate statistical analysishigh-dimensional inferencekernel matrices

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Random matrices (algebraic aspects) (15B52) Limit theorems in probability theory (60F99)

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