𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Bounds for the trace of the difference of the covariance matrices of the OLSE and BLUE

✍ Scribed by Erkki P. Liski; Simo Puntanen; Song-Gui Wang


Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
480 KB
Volume
176
Category
Article
ISSN
0024-3795

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Rigorous stochastic bounds for the error
✍ Albrecht BΓΆttcher; David Wenzel πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 273 KB

## Abstract This paper is motivated by recent studies of Huang __et al__. on distributed PCA and network anomaly detection and contains a rigorous derivation of bounds for the expected value and the variance of the spectral norm of the error in large covariance matrices. This derivation is based on