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
id sg-nus-scholar.10635-105072
record_format dspace
spelling sg-nus-scholar.10635-1050722023-10-30T09:45:22Z Convergence rates of spectral distributions of large sample covariance matrices Bai, Z.D. Miao, B. Yao, J.-F. STATISTICS & APPLIED PROBABILITY Convergence rate Marčenko-Pastur distribution Random matrix Spectral distribution 10.1137/S0895479801385116 SIAM Journal on Matrix Analysis and Applications 25 1 105-127 2014-10-28T05:11:04Z 2014-10-28T05:11:04Z 2004 Article Bai, Z.D., Miao, B., Yao, J.-F. (2004). Convergence rates of spectral distributions of large sample covariance matrices. SIAM Journal on Matrix Analysis and Applications 25 (1) : 105-127. ScholarBank@NUS Repository. https://doi.org/10.1137/S0895479801385116 08954798 http://scholarbank.nus.edu.sg/handle/10635/105072 000185130100005 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Convergence rate
Marčenko-Pastur distribution
Random matrix
Spectral distribution
spellingShingle Convergence rate
Marčenko-Pastur distribution
Random matrix
Spectral distribution
Bai, Z.D.
Miao, B.
Yao, J.-F.
Convergence rates of spectral distributions of large sample covariance matrices
description 10.1137/S0895479801385116
author2 STATISTICS & APPLIED PROBABILITY
author_facet STATISTICS & APPLIED PROBABILITY
Bai, Z.D.
Miao, B.
Yao, J.-F.
format Article
author Bai, Z.D.
Miao, B.
Yao, J.-F.
author_sort Bai, Z.D.
title Convergence rates of spectral distributions of large sample covariance matrices
title_short Convergence rates of spectral distributions of large sample covariance matrices
title_full Convergence rates of spectral distributions of large sample covariance matrices
title_fullStr Convergence rates of spectral distributions of large sample covariance matrices
title_full_unstemmed Convergence rates of spectral distributions of large sample covariance matrices
title_sort convergence rates of spectral distributions of large sample covariance matrices
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/105072
_version_ 1781787984660529152

Similar Items