Normal approximation and confidence region of singular subspaces

DOI10.1214/21-EJS1876zbMath1471.62364arXiv1901.00304OpenAlexW3187218931MaRDI QIDQ2233555

Dong Xia

Publication date: 11 October 2021

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.00304

zbMATH Keywords

singular value decompositionspectral perturbationrandom matrix theorynormal approximationprojection distance

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic properties of nonparametric inference (62G20)

Related Items (3)

Inference for low-rank tensors -- no need to debias ⋮ Generalized Low-Rank Plus Sparse Tensor Estimation by Fast Riemannian Optimization ⋮ Optimal estimation and computational limit of low-rank Gaussian mixtures

Uses Software

• Wirtinger Flow

Cites Work

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