Pages that link to "Item:Q2335874"

The following pages link to Estimation of deviation for random covariance matrices (Q2335874):

Displaying 9 items.

• Estimating the covariance of random matrices (Q389013) (← links)
• Gaussian fluctuations for sample covariance matrices with dependent data (Q1931868) (← links)
• Random matrix-improved estimation of covariance matrix distances (Q2008220) (← links)
• Error estimates resulting from the norms of certain noise covariance matrices (Q3224512) (← links)
• Estimation and Tests for Departures from Rao-Structured Covariance Matrices (Q3795080) (← links)
• (Q4659639) (← links)
• Extended proof of the statement: Convergence rate of expected spectral functions of the sample covariance matrix Ȓ mn (n) is equal to O(n -1/2 ) under the condition m n n -1 ≤ c < i and the method of critical steepest descent (Q4780947) (← links)
• Learning Theory (Q5473627) (← links)
• Distribution approximation of covariance matrix eigenvalues (Q6082995) (← links)