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

10.1214/10-AOS833

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