Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching (Q2108486)

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scientific article; zbMATH DE number 7634398
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Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching
scientific article; zbMATH DE number 7634398

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    Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching (English)
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    19 December 2022
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    bootstrap
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    covariance estimation
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    error estimation
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    high-dimensional statistics
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    randomized numerical linear algebra
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    sketching
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