Quantitative limit theorems and bootstrap approximations for empirical spectral projectors - Jirak, Moritz; Wahl, Martin (Probability theory and related fields, 2024)
Keywords: Approximation; Covariance; Economics; Eigenvalues; Finance; Hilbert space; Inequality; Insurance; Management; Mathematical and Computational Biology; Mathematical and Computational Physics; Mathematics; Mathematics and Statistics; Operations Research/Decision Theory; Probability Theory and Stochastic Processes; Projectors; Quantitative Finance; Random variables; Statistics for Business; Theorems; Theoretical; Normal approximation; Relative perturbation theory; Covariance operator; 62G09; 47A55; Principal components analysis; Bootstrap; Relative rank; 60F05; Spectral projector; 62H25