combining Step 2 (averaging variance, kurtosis bias) with Step 3 (subspace rotation) yields ˆσ2 e −σ 2 e ≤K 2σ2 e s 2 ln(4/δ) N(p−r) +C K 4 ∥Σx∥2 op p (p−r)Nmin i θ2 ti +σ 2 e κ4 −3 p−r , with probability at least 1−δ, matching Eq
· 2015
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