ASYMPTOTIC EFFICIENCY IN HIGH-DIMENSIONAL COVARIANCE ESTIMATION (Q5122140)
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scientific article; zbMATH DE number 7250588
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ASYMPTOTIC EFFICIENCY IN HIGH-DIMENSIONAL COVARIANCE ESTIMATION |
scientific article; zbMATH DE number 7250588 |
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ASYMPTOTIC EFFICIENCY IN HIGH-DIMENSIONAL COVARIANCE ESTIMATION (English)
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22 September 2020
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asymptotic efficiency
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sample covariance
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bootstrap
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effective rank
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concentration inequalities
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normal approximation
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