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Quantitative limit theorems and bootstrap approximations for empirical
  spectral projectors

Quantitative limit theorems and bootstrap approximations for empirical spectral projectors

26 August 2022
M. Jirak
Martin Wahl
ArXivPDFHTML

Papers citing "Quantitative limit theorems and bootstrap approximations for empirical spectral projectors"

2 / 2 papers shown
Title
Gaussian Approximation and Multiplier Bootstrap for Polyak-Ruppert Averaged Linear Stochastic Approximation with Applications to TD Learning
Gaussian Approximation and Multiplier Bootstrap for Polyak-Ruppert Averaged Linear Stochastic Approximation with Applications to TD Learning
S. Samsonov
Eric Moulines
Qi-Man Shao
Zhuo-Song Zhang
Alexey Naumov
33
4
0
26 May 2024
A CLT for the LSS of large dimensional sample covariance matrices with
  unbounded dispersions
A CLT for the LSS of large dimensional sample covariance matrices with unbounded dispersions
Zhijun Liu
Jiang Hu
Z. Bai
Haiyan Song
14
2
0
15 May 2022
1