On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA

DOI10.3150/14-BEJ602zbMath1388.62173arXiv1212.5321MaRDI QIDQ2348740

Luo Xiao, Florentina Bunea

Publication date: 15 June 2015

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.5321

zbMATH Keywords

Frobenius normsample covariance matrixminimax ratesdecaying spectrum

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12)

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