Abstract
We provide tight lower bounds on the smallest eigenvalue of a sample covariance matrix of a centred isotropic random vector under weak or no assumptions on its components.
Citation
Pavel Yaskov. "Lower bounds on the smallest eigenvalue of a sample covariance matrix.." Electron. Commun. Probab. 19 1 - 10, 2014. https://doi.org/10.1214/ECP.v19-3807
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