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. |
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Other Authors: | STATISTICS & APPLIED PROBABILITY |
Format: | Article |
Published: |
2014
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Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/105253 |
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Institution: | National University of Singapore |
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