Pages that link to "Item:Q2176629"
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The following pages link to Efficient estimation of linear functionals of principal components (Q2176629):
Displaying 18 items.
- Efficient estimation of smooth functionals in Gaussian shift models (Q2041800) (← links)
- Estimation of smooth functionals of location parameter in Gaussian and Poincaré random shift models. (Q2051009) (← links)
- Estimation of smooth functionals in normal models: bias reduction and asymptotic efficiency (Q2054520) (← links)
- Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation (Q2091847) (← links)
- Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching (Q2108486) (← links)
- Lower bounds for invariant statistical models with applications to principal component analysis (Q2157446) (← links)
- Efficient estimation of linear functionals of principal components (Q2176629) (← links)
- Bootstrapping max statistics in high dimensions: near-parametric rates under weak variance decay and application to functional and multinomial data (Q2196217) (← links)
- Estimating covariance and precision matrices along subspaces (Q2219236) (← links)
- Singular vector and singular subspace distribution for the matrix denoising model (Q2656600) (← links)
- Asymptotically efficient estimation of smooth functionals of covariance operators (Q2659447) (← links)
- Efficient Multidimensional Diracs Estimation With Linear Sample Complexity (Q4622366) (← links)
- (Q4712952) (← links)
- Rates of Bootstrap Approximation for Eigenvalues in High-Dimensional PCA (Q6069877) (← links)
- Distribution function estimation with calibration on principal components (Q6169776) (← links)
- Inference for low-rank models (Q6177325) (← links)
- Inference for heteroskedastic PCA with missing data (Q6550970) (← links)
- Quantitative limit theorems and bootstrap approximations for empirical spectral projectors (Q6617183) (← links)
