A Uniform Bound of the Operator Norm of Random Element Matrices and Operator Norm Minimizing Estimation

05/03/2019

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by   Hyungsik Roger Moon, et al.

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In this paper, we derive a uniform stochastic bound of the operator norm (or equivalently, the largest singular value) of random matrices whose elements are indexed by parameters. As an application, we propose a new estimator that minimizes the operator norm of the matrix that consists of the moment functions. We show the consistency of the estimator.