Pages that link to "Item:Q2517272"

The following pages link to Sharp lower bounds on the least singular value of a random matrix without the fourth moment condition (Q2517272):

Displaying 12 items.

• Controlling the least eigenvalue of a random Gram matrix (Q286141) (← links)
• The lower tail of random quadratic forms with applications to ordinary least squares (Q343803) (← links)
• An upper bound on the smallest singular value of a square random matrix (Q722769) (← links)
• The method of perpendiculars of finding estimates from below for minimal singular eigenvalues of random matrices (Q1635517) (← links)
• The smallest singular value of a shifted $d$-regular random square matrix (Q1740600) (← links)
• Finite impulse response models: a non-asymptotic analysis of the least squares estimator (Q2040046) (← links)
• On Monte-Carlo methods in convex stochastic optimization (Q2083277) (← links)
• Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices (Q2091833) (← links)
• On delocalization of eigenvectors of random non-Hermitian matrices (Q2182126) (← links)
• The respect method. Simple proof of finding estimates from below for minimal singular eigenvalues of random matrices whose entries have zero means and bounded variances (Q2334796) (← links)
• On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence (Q2413247) (← links)
• On Sufficient Conditions in the Marchenko--Pastur Theorem (Q6153532) (← links)