Asymptotic eigenstructure of weighted sample covariance matrices for large dimensional low-rank models with heteroscedastic noise

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
}

Downloads: 0