Nonparametric estimate of spectral density functions of sample covariance matrices: A first step

10.1214/10-AOS833

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Bibliographic Details
Main Authors: Jing, B.-Y., Pan, G., Shao, Q.-M., Zhou, W.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105240
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Institution: National University of Singapore