8 citations · 13 across the 5 of their papers we have counts for
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math.PR2017
Large ball probability, Gaussian comparison and anti-concentration
Friedrich Götze, Alexey Naumov, Vladimir Spokoiny +1
We derive tight non-asymptotic bounds for the Kolmogorov distance between the probabilities of two Gaussian elements to hit a ball in a Hilbert space. The key property of these bou…
math.ST2017★ 8 cited
Bootstrap confidence sets for spectral projectors of sample covariance
Alexey Naumov, Vladimir Spokoiny, Vladimir Ulyanov
Let be i.i.d. sample in with zero mean and the covariance matrix . The problem of recovering the projector onto an eigenspace of $\m…