Convergence rates of spectral distributions of large sample covariance matrices

Convergence rates of spectral distributions of large sample covariance matrices

10.1137/S0895479801385116

Saved in:
Bibliographic Details
Main Authors: Bai, Z.D., Miao, B., Yao, J.-F.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Convergence rate
Marčenko-Pastur distribution
Random matrix
Spectral distribution
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105072
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/105072

Similar Items