ResearchTrend.AI
Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues

Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues

P. Hall
Young K. Lee
B. Park
D. Paul
ArXiv (abs)PDFHTML

Papers citing "Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues"

5 / 5 papers shown
Title
Bootstrapping the Operator Norm in High Dimensions: Error Estimation for Covariance Matrices and Sketching
Bootstrapping the Operator Norm in High Dimensions: Error Estimation for Covariance Matrices and Sketching
Miles E. Lopes
N. Benjamin Erichson
Michael W. Mahoney
118
12
0
13 Sep 2019
Perturbation Bootstrap in Adaptive Lasso
Perturbation Bootstrap in Adaptive Lasso
Debraj Das
Karl B. Gregory
S. Lahiri
87
21
0
09 Mar 2017
The bootstrap, covariance matrices and PCA in moderate and high-dimensions
The bootstrap, covariance matrices and PCA in moderate and high-dimensions
N. Karoui
E. Purdom
89
16
0
02 Aug 2016
On Gaussian Comparison Inequality and Its Application to Spectral Analysis of Large Random Matrices
On Gaussian Comparison Inequality and Its Application to Spectral Analysis of Large Random Matrices
Fang Han
Sheng Xu
Wen-Xin Zhou
99
18
0
07 Jul 2016
On the Spectral Properties of Matrices Associated with Trend Filters
On the Spectral Properties of Matrices Associated with Trend Filters
A. Luati
Tommaso Proietti
63
12
0
07 Apr 2008