Bootstrap confidence sets for spectral projectors of sample covariance (Q2312688)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bootstrap confidence sets for spectral projectors of sample covariance |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap confidence sets for spectral projectors of sample covariance |
scientific article |
Statements
Bootstrap confidence sets for spectral projectors of sample covariance (English)
0 references
17 July 2019
0 references
sample covariance matrices
0 references
spectral projectors
0 references
multiplier bootstrap
0 references
Gaussian comparison and anti-concentration inequalities
0 references
effective rank
0 references
0 references
0 references
0 references
0 references