How Close is the Sample Covariance Matrix to the Actual Covariance Matrix?

Roman Vershynin

Type: Article

Publication Date: 2011-01-04

Citations: 252

DOI: https://doi.org/10.1007/s10959-010-0338-z

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Locations

Journal of Theoretical Probability - View
arXiv (Cornell University) - View - PDF

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