An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation (Q4558538)
From MaRDI portal
scientific article; zbMATH DE number 6982963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation |
scientific article; zbMATH DE number 6982963 |
Statements
22 November 2018
0 references
matrix perturbation theory
0 references
incoherence
0 references
low-rank matrices
0 references
sparsity
0 references
approximate factor model
0 references
math.ST
0 references
math.NA
0 references
stat.TH
0 references
0 references
0 references
0 references
