How Close Are the Eigenvectors of the Sample and Actual Covariance Matrices

HowCloseAretheEigenvectorsoftheSampleandActualCovarianceMatrices?AndreasLoukas1Abstractbetterwhenonlyasubsetofthespectrumisofinterest.Concretely,ourobjectiveistocharacterizehowmanysam-Howmanysample...