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

• 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
• Institution: National University of Singapore

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