Corrections to LRT on large-dimensional covariance matrix by RMT
10.1214/09-AOS694
Saved in:
Main Authors: | Bai, Z., Jiang, D., Yao, J.-F., Zheng, S. |
---|---|
Other Authors: | STATISTICS & APPLIED PROBABILITY |
Format: | Article |
Published: |
2014
|
Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/105074 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
Similar Items
-
On estimation of the population spectral distribution from a high-dimensional sample covariance matrix
by: Bai, Z., et al.
Published: (2014) -
Estimation of the population spectral distribution from a large dimensional sample covariance matrix
by: Li, W., et al.
Published: (2014) -
Spectral analysis of large dimentional random matrices
by: ZHANG LIXIN
Published: (2010) -
ON HIGH-DIMENSIONAL COVARIANCE MATRICES ESTIMATION
by: WEN JUN
Published: (2017) -
Convergence rates of spectral distributions of large sample covariance matrices
by: Bai, Z.D., et al.
Published: (2014)