Yaskov, Pavel Lower bounds on the smallest eigenvalue of a sample covariance matrix. (English) Zbl 1320.60023 Electron. Commun. Probab. 19, Paper No. 83, 10 p. (2014). Summary: We provide tight lower bounds on the smallest eigenvalue of a sample covariance matrix of a centred isotropic random vector under weak or no assumptions on its components. Cited in 15 Documents MSC: 60B20 Random matrices (probabilistic aspects) Keywords:covariance matrices; Gram matrices; random matrices PDFBibTeX XMLCite \textit{P. Yaskov}, Electron. Commun. Probab. 19, Paper No. 83, 10 p. (2014; Zbl 1320.60023) Full Text: DOI arXiv