Asymptotic properties of eigenmatrices of a large sample covariance matrix
10.1214/10-AAP748
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2016
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sg-nus-scholar.10635-1250492024-11-10T18:52:38Z 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_ |
1821231956645380096 |