Some Applications of Watson's Perturbation Approach to Random Matrices
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- Mas, André & Menneteau, Ludovic, 2003. "Large and moderate deviations for infinite-dimensional autoregressive processes," Journal of Multivariate Analysis, Elsevier, vol. 87(2), pages 241-260, November.
- Mas, André, 2002. "Weak convergence for the covariance operators of a Hilbertian linear process," Stochastic Processes and their Applications, Elsevier, vol. 99(1), pages 117-135, May.
- Rippl, Thomas & Munk, Axel & Sturm, Anja, 2016. "Limit laws of the empirical Wasserstein distance: Gaussian distributions," Journal of Multivariate Analysis, Elsevier, vol. 151(C), pages 90-109.
- Cupidon, J. & Eubank, R. & Gilliam, D. & Ruymgaart, F., 2008. "Some properties of canonical correlations and variates in infinite dimensions," Journal of Multivariate Analysis, Elsevier, vol. 99(6), pages 1083-1104, July.
- Munk, A. & Paige, R. & Pang, J. & Patrangenaru, V. & Ruymgaart, F., 2008. "The one- and multi-sample problem for functional data with application to projective shape analysis," Journal of Multivariate Analysis, Elsevier, vol. 99(5), pages 815-833, May.
- Menneteau, Ludovic, 2005. "Some laws of the iterated logarithm in Hilbertian autoregressive models," Journal of Multivariate Analysis, Elsevier, vol. 92(2), pages 405-425, February.
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Keywordsperturbations principal component analysis robustness random matrices;
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