A0813
Title: Quantitative limit theorems and bootstrap approximations for empirical spectral projectors
Authors: Martin Wahl - Bielefeld University (Germany) [presenting]
Moritz Jirak - University of Vienna (Austria)
Abstract: The problem of finding distributional approximations of the spectral projectors of an empirical covariance operator is considered. The problem will be studied in a dimension-free framework in which the data lives in high-dimensional or infinite-dimensional spaces and the complexity is characterized by the so-called relative rank of the population covariance operator. In this framework, novel quantitative limit theorems and bootstrap approximations are presented subject to mild moment conditions. In many cases, these results improve existing limit theorems established in a Gaussian setting.
