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

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spelling	sg-nus-scholar.10635-1051902015-02-08T14:21:46Z Large sample covariance matrices without independence structures in columns Bai, Z. Zhou, W. STATISTICS & APPLIED PROBABILITY AR(1) model Finite population Limiting spectral distribution Random matrix theory Sample correlation matrices Sample covariance matrices Spearman's rank correlation matrices Statistica Sinica 18 2 425-442 2014-10-28T05:12:48Z 2014-10-28T05:12:48Z 2008-04 Article Bai, Z.,Zhou, W. (2008-04). Large sample covariance matrices without independence structures in columns. Statistica Sinica 18 (2) : 425-442. ScholarBank@NUS Repository. 10170405 http://scholarbank.nus.edu.sg/handle/10635/105190 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	AR(1) model Finite population Limiting spectral distribution Random matrix theory Sample correlation matrices Sample covariance matrices Spearman's rank correlation matrices
spellingShingle	AR(1) model Finite population Limiting spectral distribution Random matrix theory Sample correlation matrices Sample covariance matrices Spearman's rank correlation matrices Bai, Z. Zhou, W. Large sample covariance matrices without independence structures in columns
description	Statistica Sinica
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY Bai, Z. Zhou, W.
format	Article
author	Bai, Z. Zhou, W.
author_sort	Bai, Z.
title	Large sample covariance matrices without independence structures in columns
title_short	Large sample covariance matrices without independence structures in columns
title_full	Large sample covariance matrices without independence structures in columns
title_fullStr	Large sample covariance matrices without independence structures in columns
title_full_unstemmed	Large sample covariance matrices without independence structures in columns
title_sort	large sample covariance matrices without independence structures in columns
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/105190
_version_	1681093242338148352

Large sample covariance matrices without independence structures in columns

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