Confidence Sets for Spectral Projectors of Covariance...

Confidence Sets for Spectral Projectors of Covariance Matrices

Naumov, A. A., Spokoiny, V. G., Ulyanov, V. V.
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Volume:
98
Language:
english
Journal:
Doklady Mathematics
DOI:
10.1134/S1064562418060285
Date:
September, 2018
File:
PDF, 221 KB
english, 2018
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