Large sample covariance matrices without independence structures in columns

Large sample covariance matrices without independence structures in columns

Statistica Sinica

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Bibliographic Details
Main Authors: Bai, Z., Zhou, W.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
AR(1) model
Finite population
Limiting spectral distribution
Random matrix theory
Sample correlation matrices
Sample covariance matrices
Spearman's rank correlation matrices
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105190
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/105190

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