Finite sample Bernstein-von Mises theorems for functionals and spectral
projectors of the covariance matrix

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Finite sample Bernstein-von Mises theorems for functionals and spectral projectors of the covariance matrix

10 December 2017

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Papers citing "Finite sample Bernstein-von Mises theorems for functionals and spectral projectors of the covariance matrix"

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Title
Bootstrap confidence sets for spectral projectors of sample covariance A. Naumov V. Spokoiny V. Ulyanov 59 38 0 02 Mar 2017
Normal approximation and concentration of spectral projectors of sample covariance V. Koltchinskii Karim Lounici 63 70 0 28 Apr 2015
Rate-optimal posterior contraction for sparse PCA Chao Gao Harrison H. Zhou 159 35 0 30 Nov 2013
Frequentist coverage of adaptive nonparametric Bayesian credible sets Botond Szabó Van der Vaart V. Zanten 107 159 0 16 Oct 2013
On the Bernstein-von Mises phenomenon for nonparametric Bayes procedures I. Castillo Richard Nickl 99 130 0 09 Oct 2013
Sparse PCA: Optimal rates and adaptive estimation Tommaso Cai Zongming Ma Yihong Wu 162 327 0 06 Nov 2012
The semiparametric Bernstein-von Mises theorem Peter J. Bickel B. Kleijn 153 127 0 01 Jul 2010
Bernstein Von Mises Theorem for linear functionals of the density Vincent Rivoirard Judith Rousseau 144 122 0 28 Aug 2009