V. Ulyanov

activity

19992022

most citedBootstrap confidence sets for spectral projectors of sample covariance

8 citations · 12 across the 3 of their papers we have counts for

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math.ST2019

Second Order Expansions for Sample Median with Random Sample Size

Gerd Christoph, Vladimir V. Ulyanov, Vladimir E. Bening

In practice, we often encounter situations where a sample size is not defined in advance and can be a random value. The randomness of the sample size crucially changes the asymptot…

math.ST2017★ 8 cited

Bootstrap confidence sets for spectral projectors of sample covariance

Alexey Naumov, Vladimir Spokoiny, Vladimir Ulyanov

Let $X_{1}, \dots, X_{n}$ be i.i.d. sample in $R^{p}$ with zero mean and the covariance matrix $Σ$ . The problem of recovering the projector onto an eigenspace of $\m…