The lower tail of random quadratic forms with applications to ordinary least squares

Sharp lower bounds on the least singular value of a random matrix without the fourth moment condition

(2015) Pavel Yaskov   ELECTRONIC COMMUNICATIONS IN PROBABILITY

Bounding the Smallest Singular Value of a Random Matrix Without Concentration

(2015) Vladimir Koltchinskii et al.   INTERNATIONAL MATHEMATICS RESEARCH NOTICES

On higher order isotropy conditions and lower bounds for sparse quadratic forms

(2015) Sara van de Geer et al.   Electronic Journal of Statistics

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

(2014) Pavel Yaskov   ELECTRONIC COMMUNICATIONS IN PROBABILITY

On the singular values of random matrices

(2014) Shahar Mendelson et al.   JOURNAL OF THE EUROPEAN MATHEMATICAL SOCIETY

Covariance estimation for distributions with ${2+\varepsilon}$ moments

(2013) Nikhil Srivastava et al.   ANNALS OF PROBABILITY

Reconstruction From Anisotropic Random Measurements

(2013) Mark Rudelson et al.   IEEE TRANSACTIONS ON INFORMATION THEORY

Sums of random Hermitian matrices and an inequality by Rudelson

(2012) Roberto Oliveira   ELECTRONIC COMMUNICATIONS IN PROBABILITY

Sharp bounds on the rate of convergence of the empirical covariance matrix

(2011) Radosław Adamczak et al.   COMPTES RENDUS MATHEMATIQUE

Restricted Isometry Property of Matrices with Independent Columns and Neighborly Polytopes by Random Sampling

(2010) R. Adamczak et al.   CONSTRUCTIVE APPROXIMATION

Quantitative estimates of the convergence of the empirical covariance matrix in log-concave ensembles

(2010) Radosław Adamczak et al.   JOURNAL OF THE AMERICAN MATHEMATICAL SOCIETY

Characterization of LIL behavior in Banach space

(2008) Uwe Einmahl et al.   TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY