Showing results 1 to 3 of 3
| Title | Author(s) | Issue Date | |
|---|---|---|---|
An ℓ<inf>∞</inf> eigenvector perturbation bound and its application to robust covariance estimation Journal:Journal of Machine Learning Research | 2018 | ||
An ℓ∞ eigenvector perturbation bound and its application to robust covariance estimation Journal:Journal of Machine Learning Research | 1-Jan-2017 | ||
Robust covariance estimation for approximate factor models Journal:Journal of Econometrics | 2019 |