Upper bounds for singular subspaces under unitarily invariant norms with applications to high-dimensional covariance matrix estimation
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...
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| Date: | 2026 |
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| Main Authors: | , , |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2026
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/8760 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |