Upper bounds for singular subspaces under unitarily invariant norms with applications to high-dimensional covariance matrix estimation

• Date: 2026
• Main Authors: Ren, Chunguang, Zhang, Pei, Huang, Shiguo
• Format: Article
• Language: English
• Published: Institute of Mathematics, NAS of Ukraine 2026
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/8760
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

UDC 519.21, 517.98, 512.64 In [J.  Cape, et al., Ann. Statist., 47, Article 2405 (2019)], the authors established perturbation bounds for the $\ell_{2 \to \infty}$-norm of singular subspaces and applied this framework to high-dimensional covariance matrix estimation under multivariate normal distrib...