Vershynin, Roman. “How Close Is the Sample Covariance Matrix to the Actual Covariance Matrix?”. Journal of Theoretical Probability, vol. 25, no. 3, 2011, pp. 655-86, https://doi.org/10.1007/s10959-010-0338-z.
Vershynin, R. (2011). How Close is the Sample Covariance Matrix to the Actual Covariance Matrix?. Journal of Theoretical Probability, 25(3), 655-686. https://doi.org/10.1007/s10959-010-0338-z
Vershynin R. How Close is the Sample Covariance Matrix to the Actual Covariance Matrix?. Journal of Theoretical Probability. 2011;25(3):655-86.
The first research to cite this article was titled Random Tight Frames and was published in 2011. The most recent citation comes from a 2024 study titled Random Tight Frames . This article reached its peak citation in 2022 , with 12 citations.It has been cited in 64 different journals, 18% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 8 citations. The chart below illustrates the annual citation trends for this article.