From Low- to High-Dimensional Moments Without Magic
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DOI: 10.1007/s10959-017-0785-x
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- Juan Antonio Cuesta-Albertos & Ricardo Fraiman & Thomas Ransford, 2007. "A Sharp Form of the Cramér–Wold Theorem," Journal of Theoretical Probability, Springer, vol. 20(2), pages 201-209, June.
- Roman Vershynin, 2012. "How Close is the Sample Covariance Matrix to the Actual Covariance Matrix?," Journal of Theoretical Probability, Springer, vol. 25(3), pages 655-686, September.
- Minsker, Stanislav, 2017. "On some extensions of Bernstein’s inequality for self-adjoint operators," Statistics & Probability Letters, Elsevier, vol. 127(C), pages 111-119.
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Keywords
High-dimensional moments; Random matrices; Orthogonal projections; Zonal polynomials;All these keywords.
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