Convergence of the empirical spectral distribution function of Beta matrices

• Main Authors: Bai, Zhidong, Hu, Jiang, Pan, Guangming, Zhou, Wang
• 其他作者: School of Physical and Mathematical Sciences
• 格式: Article
• 語言: English
• 出版: 2015
• 主題: Beta matrices; CLT; LSD; Multivariate statistical analysis
• 在線閱讀: https://hdl.handle.net/10356/80954; http://hdl.handle.net/10220/38995

Let Bn=Sn(Sn+αnTN)−1, where Sn and TN are two independent sample covariance matrices with dimension p and sample sizes n and N, respectively. This is the so-called Beta matrix. In this paper, we focus on the limiting spectral distribution function and the central limit theorem of linear spectral sta...