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Zapiski Nauchnykh Seminarov POMI, 2004, Volume 320, Pages 166–173
(Mi znsl605)
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This article is cited in 2 scientific papers (total in 2 papers)
Dependent Gaussian samples: estimation of the scatter uniform in dimension
V. N. Sudakov, A. V. Sudakov St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
Abstract:
An exact in order dimension-free estimation of the scatter of samples chosen according to an arbitrary Gaussian distribution is proposed. This estimation is only based on the spectral radius of the covariance quadratic form of $\gamma$.
Received: 24.12.2004
Citation:
V. N. Sudakov, A. V. Sudakov, “Dependent Gaussian samples: estimation of the scatter uniform in dimension”, Probability and statistics. Part 8, Zap. Nauchn. Sem. POMI, 320, POMI, St. Petersburg, 2004, 166–173; J. Math. Sci. (N. Y.), 137:1 (2006), 4571–4574
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https://www.mathnet.ru/eng/znsl605 https://www.mathnet.ru/eng/znsl/v320/p166
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Abstract page: | 403 | Full-text PDF : | 144 | References: | 42 |
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