Pages that link to "Item:Q389013"
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The following pages link to Estimating the covariance of random matrices (Q389013):
Displaying 15 items.
- Covariance estimation for distributions with \({2+\varepsilon}\) moments (Q378788) (← links)
- Partial estimation of covariance matrices (Q714954) (← links)
- How close is the sample covariance matrix to the actual covariance matrix? (Q715740) (← links)
- Covariance matrices of self-affine measures (Q1012099) (← links)
- Sample covariance matrix for random vectors with heavy tails (Q1303914) (← links)
- Covariance and correlation matrices of an optimal stochastic system (Q1909179) (← links)
- Random matrix-improved estimation of covariance matrix distances (Q2008220) (← links)
- Covariance matrices associated to general moments of a random vector (Q2254160) (← links)
- Estimation of deviation for random covariance matrices (Q2335874) (← links)
- Inferring the eigenvalues of covariance matrices from limited, noisy data (Q2734357) (← links)
- Concentration phenomena in high dimensional geometry (Q3451705) (← links)
- Simultaneous procedures for covariance matrices (Q3473234) (← links)
- Sufficient ensemble size for random matrix theory-based handling of singular covariance matrices (Q5132231) (← links)
- Distribution approximation of covariance matrix eigenvalues (Q6082995) (← links)
- Dimension-free bounds for sums of independent matrices and simple tensors via the variational principle (Q6186442) (← links)
