Rigorous stochastic bounds for the error in large covariance matrices (Q3507679)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rigorous stochastic bounds for the error in large covariance matrices |
scientific article |
Statements
Rigorous stochastic bounds for the error in large covariance matrices (English)
0 references
20 June 2008
0 references
covariance matrix
0 references
random matrix
0 references
PCA
0 references
network anomaly detection
0 references
stochastic bound
0 references
