A CLT for regularized sample covariance matrices

Keyphrases

• Empirical Covariance Matrix 100%
• Sample Covariance Matrix 100%
• Spectral Properties 50%
• Law of Large numbers 50%
• Central Limit Theorem 50%
• Regularized Estimator 50%
• Gaussian Sequence Model 50%
• Efficient Estimator 50%
• Levinas 50%

Mathematics

• Gaussian Distribution 100%
• Sample Covariance Matrix 100%
• Covariance Matrix 66%
• Central Limit Theorem 33%
• Spectral Property 33%
• Laws of Large Number 33%
• Main Result 33%