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The Masked Sample Covariance Estimator: An Analysis via Matrix Concentration Inequalities - MaRDI portal

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The Masked Sample Covariance Estimator: An Analysis via Matrix Concentration Inequalities (Q6227618)

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scientific article
Language Label Description Also known as
English
The Masked Sample Covariance Estimator: An Analysis via Matrix Concentration Inequalities
scientific article

    Statements

    publication date
    8 September 2011
    0 references
    arXiv classification
    math.PR
    0 references
    math.ST
    0 references
    stat.TH
    0 references
    author
    Richard Y. Chen
    0 references
    Alex Gittens
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    Joel A. Tropp
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    Identifiers

    arXiv ID
    1109.1637
    0 references
    Mathematics Subject Classification ID
    62H12
    0 references
    60F10
    0 references
    60B20
    0 references
    DOI
    10.1093/IMAIAI/IAS001
    0 references
     
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