Pages that link to "Item:Q4619459"

The following pages link to Sample Covariance Matrices of Heavy-Tailed Distributions (Q4619459):

Displaying 19 items.

• 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)
• Moment bounds for large autocovariance matrices under dependence (Q785402) (← links)
• Sub-Gaussian estimators of the mean of a random vector (Q1731055) (← links)
• The smallest singular value of a shifted $d$-regular random square matrix (Q1740600) (← links)
• Marcinkiewicz-type discretization of \(L^p\)-norms under the Nikolskii-type inequality assumption (Q2049338) (← 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)
• Random embeddings with an almost Gaussian distortion (Q2125989) (← links)
• An isomorphic Dvoretzky-Milman theorem using general random ensembles (Q2135159) (← links)
• Sampling discretization and related problems (Q2136857) (← links)
• Polynomial Threshold Functions, Hyperplane Arrangements, and Random Tensors (Q5025767) (← links)
• Approximating the covariance ellipsoid (Q5120344) (← links)
• Extreme singular values of inhomogeneous sparse random rectangular matrices (Q6589578) (← links)
• Large-dimensional central limit theorem with fourth-moment error bounds on convex sets and balls (Q6590452) (← links)
• Covariance estimation under missing observations and \(L_4 - L_2\) moment equivalence (Q6597260) (← links)
• Asymptotic geometric analysis: achievements and perspective (Q6608541) (← links)
• Improved covariance estimation: optimal robustness and sub-Gaussian guarantees under heavy tails (Q6656606) (← links)
• Empirical approximation of the Gaussian distribution in \(\mathbb{R}^d\) (Q6662441) (← links)