P. Yaskov, “Lower bounds on the smallest eigenvalue of a sample covariance matrix”, Electronic Communications in Probability, 2014, Volume 19, 083, 10 pp.

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Electronic Communications in Probability, 2014, Volume 19, 083, 10 pp.
DOI: https://doi.org/10.1214/ECP.v19-3807 (Mi ecp3)

This article is cited in 19 scientific papers (total in 19 papers)

Lower bounds on the smallest eigenvalue of a sample covariance matrix

P. Yaskov

Steklov Mathematical Institute of RAS, Russia

Full-text PDF Citations (19)

DOI: https://doi.org/10.1214/ECP.v19-3807

Abstract: We provide tight lower bounds on the smallest eigenvalue of a sample covariance matrix of a centred isotropic random vector under weak or no assumptions on its components.

Funding agency	Grant number
Russian Science Foundation	14-21-00162
Supported by RNF grant 14-21-00162 from the Russian Scientific Fund.

Received: 17.04.2014
Accepted: 02.12.2014

Bibliographic databases:

Document Type: Article

MSC: 60B20

Language: English

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https://www.mathnet.ru/eng/ecp3

This publication is cited in the following 19 articles:

Citing articles in Google Scholar: Russian citations, English citations
Related articles in Google Scholar: Russian articles, English articles

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Abstract page:	206

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