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Article Dans Une Revue Annals of Statistics Année : 2017

Normal approximation and concentration of spectral projectors of sample covariance

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hal-03541882 , version 1 (25-01-2022)

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Vladimir Koltchinskii, Karim Lounici. Normal approximation and concentration of spectral projectors of sample covariance. Annals of Statistics, 2017, 45 (1), ⟨10.1214/16-AOS1437⟩. ⟨hal-03541882⟩
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