Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications (Q2137016)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications |
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Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications (English)
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16 May 2022
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approximate factor model
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Gram-type matrices
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high-dimensional time series
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non-asymptotic analysis
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principal component analysis
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spectral decomposition
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