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Lower bounds on the smallest eigenvalue of a sample covariance matrix.

   
@article{ECP3807,
	author = {Pavel Yaskov},
	title = {Lower bounds on the smallest eigenvalue of a sample covariance matrix.},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {19},
	year = {2014},
	keywords = {Covariance matrices; Gram matrices; Random matrices},
	abstract = {We provide tight lower bounds on the smallest eigenvalue of a sample covariance matrix of a centred isotropic random vector under weak or no assumptions on its components.},
	pages = {no. 83, 1-10},
	issn = {1083-589X},
	doi = {10.1214/ECP.v19-3807},    
        url = {http://ecp.ejpecp.org/article/view/3807}}