Asymptotic properties of eigenmatrices of a large sample covariance matrix

10.1214/10-AAP748

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Main Authors:	Bai, Z.D., Liu, H.X., Wong, W.K.
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Article
Published:	2016
Subjects:	Central limit theorems Haar distribution Linear spectral statistics Marčenko-Pastur law Random matrix Sample covariance matrix Semicircular law
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/125049
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-125049
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spelling	sg-nus-scholar.10635-1250492023-09-05T20:20:19Z Asymptotic properties of eigenmatrices of a large sample covariance matrix Bai, Z.D. Liu, H.X. Wong, W.K. STATISTICS & APPLIED PROBABILITY Central limit theorems Haar distribution Linear spectral statistics Marčenko-Pastur law Random matrix Sample covariance matrix Semicircular law 10.1214/10-AAP748 Annals of Applied Probability 21 5 1994-2015 2016-06-02T10:30:12Z 2016-06-02T10:30:12Z 2011-10 Article Bai, Z.D., Liu, H.X., Wong, W.K. (2011-10). Asymptotic properties of eigenmatrices of a large sample covariance matrix. Annals of Applied Probability 21 (5) : 1994-2015. ScholarBank@NUS Repository. https://doi.org/10.1214/10-AAP748 10505164 http://scholarbank.nus.edu.sg/handle/10635/125049 000297027800011 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Central limit theorems Haar distribution Linear spectral statistics Marčenko-Pastur law Random matrix Sample covariance matrix Semicircular law
spellingShingle	Central limit theorems Haar distribution Linear spectral statistics Marčenko-Pastur law Random matrix Sample covariance matrix Semicircular law Bai, Z.D. Liu, H.X. Wong, W.K. Asymptotic properties of eigenmatrices of a large sample covariance matrix
description	10.1214/10-AAP748
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY Bai, Z.D. Liu, H.X. Wong, W.K.
format	Article
author	Bai, Z.D. Liu, H.X. Wong, W.K.
author_sort	Bai, Z.D.
title	Asymptotic properties of eigenmatrices of a large sample covariance matrix
title_short	Asymptotic properties of eigenmatrices of a large sample covariance matrix
title_full	Asymptotic properties of eigenmatrices of a large sample covariance matrix
title_fullStr	Asymptotic properties of eigenmatrices of a large sample covariance matrix
title_full_unstemmed	Asymptotic properties of eigenmatrices of a large sample covariance matrix
title_sort	asymptotic properties of eigenmatrices of a large sample covariance matrix
publishDate	2016
url	http://scholarbank.nus.edu.sg/handle/10635/125049
_version_	1776262659162767360

Asymptotic properties of eigenmatrices of a large sample covariance matrix

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