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

10.1016/j.jspi.2013.06.017

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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
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-105135
record_format	dspace
spelling	sg-nus-scholar.10635-1051352023-10-26T07:51:56Z Estimation of the population spectral distribution from a large dimensional sample covariance matrix Li, W. Chen, J. Qin, Y. Bai, Z. Yao, J. STATISTICS & APPLIED PROBABILITY Empirical spectral distribution High-dimensional data analysis Large sample covariance matrices Marčenko-Pastur distribution Stieltjes transform 10.1016/j.jspi.2013.06.017 Journal of Statistical Planning and Inference 143 11 1887-1897 JSPID 2014-10-28T05:12:03Z 2014-10-28T05:12:03Z 2013-11 Article Li, W., Chen, J., Qin, Y., Bai, Z., Yao, J. (2013-11). Estimation of the population spectral distribution from a large dimensional sample covariance matrix. Journal of Statistical Planning and Inference 143 (11) : 1887-1897. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jspi.2013.06.017 03783758 http://scholarbank.nus.edu.sg/handle/10635/105135 000324790500008 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Empirical spectral distribution High-dimensional data analysis Large sample covariance matrices Marčenko-Pastur distribution Stieltjes transform
spellingShingle	Empirical spectral distribution High-dimensional data analysis Large sample covariance matrices Marčenko-Pastur distribution Stieltjes transform Li, W. Chen, J. Qin, Y. Bai, Z. Yao, J. Estimation of the population spectral distribution from a large dimensional sample covariance matrix
description	10.1016/j.jspi.2013.06.017
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY Li, W. Chen, J. Qin, Y. Bai, Z. Yao, J.
format	Article
author	Li, W. Chen, J. Qin, Y. Bai, Z. Yao, J.
author_sort	Li, W.
title	Estimation of the population spectral distribution from a large dimensional sample covariance matrix
title_short	Estimation of the population spectral distribution from a large dimensional sample covariance matrix
title_full	Estimation of the population spectral distribution from a large dimensional sample covariance matrix
title_fullStr	Estimation of the population spectral distribution from a large dimensional sample covariance matrix
title_full_unstemmed	Estimation of the population spectral distribution from a large dimensional sample covariance matrix
title_sort	estimation of the population spectral distribution from a large dimensional sample covariance matrix
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/105135
_version_	1781787998773313536

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

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