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

• 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
• Institution: National University of Singapore

10.1016/j.jspi.2013.06.017