Asymptotic eigenstructure of weighted sample covariance matrices for large dimensional low-rank models with heteroscedastic noise. Hong, D., Balzano, L., & Fessler, J. A. 2019.
Paper bibtex @CONFERENCE{hong:19:aeo,
author = {D. Hong and L. Balzano and J. A. Fessler},
title = {Asymptotic eigenstructure of weighted sample covariance matrices for large dimensional low-rank models with heteroscedastic noise},
booktitle = {{Fourth Workshop on Higher-Order Asymptotics and Post-Selection Inference (WHOA-PSI)$^{4}$}},
url = {https://www.math.wustl.edu/~kuffner/WHOA-PSI-4.html},
year = 2019
}
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