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

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Lower bounds on the smallest eigenvalue of a sample covariance matrix.
2.	Creator	Author's name, affiliation, country	Pavel Yaskov; Steklov Mathematical Institute of RAS; Russian Federation
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Covariance matrices; Gram matrices; Random matrices
3.	Subject	Subject classification	60B20
4.	Description	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.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)	Russian Scientific Fund
7.	Date	(YYYY-MM-DD)	2014-12-06
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ecp.ejpecp.org/article/view/3807
10.	Identifier	Digital Object Identifier	10.1214/ECP.v19-3807
11.	Source	Journal/conference title; vol., no. (year)	Electronic Communications in Probability; Vol 19
12.	Language	English=en	en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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