A useful variant of the Davis—Kahan theorem for statisticians

The Davis—Kahan theorem is used in the analysis of many statistical procedures to bound the distance between subspaces spanned by population eigenvectors and their sample versions. It relies on an eigenvalue separation condition between certain population and sample eigenvalues. We present a variant...

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Bibliographic Details
Published in:Biometrika 2015-06, Vol.102 (2), p.315-323
Main Authors: YU, Y., WANG, T., SAMWORTH, R. J.
Format: Article
Language:English
Subjects:
Eigenvalues
Linear algebra
Statistical analysis
Studies
Theorems
Vector space
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