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Volumn 39, Issue 4, 2011, Pages 1591-1606

Approximating the moments of marginals of high-dimensional distributions

Author keywords

Heavy tailed distributions; High dimensional distributions; Marginals; Random matrices; Statistical estimation

Indexed keywords


EID: 80051608696     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/10-AOP589     Document Type: Article
Times cited : (16)

References (18)
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    • On weakly bounded empirical processes
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    • How close is the sample covariance matrix to the actual covariance matrix? Unpublished manuscript. Available at
    • VERSHYNIN, R. (2010). How close is the sample covariance matrix to the actual covariance matrix? Unpublished manuscript. Available at http://arxiv.org/abs/1004.3484.
    • (2010)
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.