Estimation of the population spectral distribution from a large dimensional sample covariance matrix

Estimation of the population spectral distribution from a large dimensional sample covariance matrix

10.1016/j.jspi.2013.06.017

Saved in:
Bibliographic Details
Main Authors: Li, W., Chen, J., Qin, Y., Bai, Z., Yao, J.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Empirical spectral distribution
High-dimensional data analysis
Large sample covariance matrices
Marčenko-Pastur distribution
Stieltjes transform
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105135
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/105135

Similar Items