On estimation of the population spectral distribution from a high-dimensional sample covariance matrix

10.1111/j.1467-842X.2010.00590.x

Saved in:
Bibliographic Details
Main Authors: Bai, Z., Chen, J., Yao, J.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105253
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore