Normal approximation and concentration of spectral projectors of sample covariance
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Publication:524452
DOI10.1214/16-AOS1437zbMath1367.62175arXiv1504.07333MaRDI QIDQ524452
Karim Lounici, Vladimir I. Koltchinskii
Publication date: 2 May 2017
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1504.07333
perturbation theoryprincipal component analysisnormal approximationconcentration inequalitiessample covariancespectral projectorseffective rank
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