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

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

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Publication:6227618

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DOI10.1093/IMAIAI/IAS001arXiv1109.1637MaRDI QIDQ6227618

Alex Gittens, Joel A. Tropp, Richard Y. Chen

Publication date: 8 September 2011

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Random matrices (probabilistic aspects) (60B20) Large deviations (60F10)

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