Lower bounds on the smallest eigenvalue of a sample covariance matrix.
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Publication:2514475
DOI10.1214/ECP.v19-3807zbMath1320.60023arXiv1409.6188OpenAlexW3105280949MaRDI QIDQ2514475
Publication date: 3 February 2015
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1409.6188
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