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

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

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

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Main Authors: Bai, Z., Chen, J., Yao, J.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Eigenvalues of covariance matrices
High-dimensional statistics
Marćenko-Pastur distribution
Sample covariance matrices
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105253
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Institution: National University of Singapore
id sg-nus-scholar.10635-105253
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spelling sg-nus-scholar.10635-1052532023-10-27T07:41:53Z On estimation of the population spectral distribution from a high-dimensional sample covariance matrix Bai, Z. Chen, J. Yao, J. STATISTICS & APPLIED PROBABILITY Eigenvalues of covariance matrices High-dimensional statistics Marćenko-Pastur distribution Sample covariance matrices 10.1111/j.1467-842X.2010.00590.x Australian and New Zealand Journal of Statistics 52 4 423-437 2014-10-28T05:13:36Z 2014-10-28T05:13:36Z 2010-12 Article Bai, Z., Chen, J., Yao, J. (2010-12). On estimation of the population spectral distribution from a high-dimensional sample covariance matrix. Australian and New Zealand Journal of Statistics 52 (4) : 423-437. ScholarBank@NUS Repository. https://doi.org/10.1111/j.1467-842X.2010.00590.x 13691473 http://scholarbank.nus.edu.sg/handle/10635/105253 000285757100005 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Eigenvalues of covariance matrices
High-dimensional statistics
Marćenko-Pastur distribution
Sample covariance matrices
spellingShingle Eigenvalues of covariance matrices
High-dimensional statistics
Marćenko-Pastur distribution
Sample covariance matrices
Bai, Z.
Chen, J.
Yao, J.
On estimation of the population spectral distribution from a high-dimensional sample covariance matrix
description 10.1111/j.1467-842X.2010.00590.x
author2 STATISTICS & APPLIED PROBABILITY
author_facet STATISTICS & APPLIED PROBABILITY
Bai, Z.
Chen, J.
Yao, J.
format Article
author Bai, Z.
Chen, J.
Yao, J.
author_sort Bai, Z.
title On estimation of the population spectral distribution from a high-dimensional sample covariance matrix
title_short On estimation of the population spectral distribution from a high-dimensional sample covariance matrix
title_full On estimation of the population spectral distribution from a high-dimensional sample covariance matrix
title_fullStr On estimation of the population spectral distribution from a high-dimensional sample covariance matrix
title_full_unstemmed On estimation of the population spectral distribution from a high-dimensional sample covariance matrix
title_sort on estimation of the population spectral distribution from a high-dimensional sample covariance matrix
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/105253
_version_ 1781788019945111552

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