Nonparametric estimate of spectral density functions of sample covariance matrices: A first step
10.1214/10-AOS833
Saved in:
Main Authors: | , , , |
---|---|
Other Authors: | |
Format: | Article |
Published: |
2014
|
Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/105240 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
id |
sg-nus-scholar.10635-105240 |
---|---|
record_format |
dspace |
spelling |
sg-nus-scholar.10635-1052402023-09-22T07:07:55Z Nonparametric estimate of spectral density functions of sample covariance matrices: A first step Jing, B.-Y. Pan, G. Shao, Q.-M. Zhou, W. STATISTICS & APPLIED PROBABILITY Nonparametric estimate Sample covariance matrices Stieltjes transform 10.1214/10-AOS833 Annals of Statistics 38 6 3724-3750 2014-10-28T05:13:28Z 2014-10-28T05:13:28Z 2010-12 Article Jing, B.-Y., Pan, G., Shao, Q.-M., Zhou, W. (2010-12). Nonparametric estimate of spectral density functions of sample covariance matrices: A first step. Annals of Statistics 38 (6) : 3724-3750. ScholarBank@NUS Repository. https://doi.org/10.1214/10-AOS833 00905364 http://scholarbank.nus.edu.sg/handle/10635/105240 000290231500012 Scopus |
institution |
National University of Singapore |
building |
NUS Library |
continent |
Asia |
country |
Singapore Singapore |
content_provider |
NUS Library |
collection |
ScholarBank@NUS |
topic |
Nonparametric estimate Sample covariance matrices Stieltjes transform |
spellingShingle |
Nonparametric estimate Sample covariance matrices Stieltjes transform Jing, B.-Y. Pan, G. Shao, Q.-M. Zhou, W. Nonparametric estimate of spectral density functions of sample covariance matrices: A first step |
description |
10.1214/10-AOS833 |
author2 |
STATISTICS & APPLIED PROBABILITY |
author_facet |
STATISTICS & APPLIED PROBABILITY Jing, B.-Y. Pan, G. Shao, Q.-M. Zhou, W. |
format |
Article |
author |
Jing, B.-Y. Pan, G. Shao, Q.-M. Zhou, W. |
author_sort |
Jing, B.-Y. |
title |
Nonparametric estimate of spectral density functions of sample covariance matrices: A first step |
title_short |
Nonparametric estimate of spectral density functions of sample covariance matrices: A first step |
title_full |
Nonparametric estimate of spectral density functions of sample covariance matrices: A first step |
title_fullStr |
Nonparametric estimate of spectral density functions of sample covariance matrices: A first step |
title_full_unstemmed |
Nonparametric estimate of spectral density functions of sample covariance matrices: A first step |
title_sort |
nonparametric estimate of spectral density functions of sample covariance matrices: a first step |
publishDate |
2014 |
url |
http://scholarbank.nus.edu.sg/handle/10635/105240 |
_version_ |
1781788016743809024 |