Strong convergence of ESD for the generalized sample covariance matrices when p/n→0
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Bai, Z.D. & Zhang, L.X., 2010. "The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 1927-1949, October.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Wang, Lili & Paul, Debashis, 2014. "Limiting spectral distribution of renormalized separable sample covariance matrices when p/n→0," Journal of Multivariate Analysis, Elsevier, vol. 126(C), pages 25-52.
- Xie, Junshan, 2013. "Limiting spectral distribution of normalized sample covariance matrices with p/n→0," Statistics & Probability Letters, Elsevier, vol. 83(2), pages 543-550.
More about this item
KeywordsSample covariance matrix; Stieltjes transform; Limiting spectral distribution;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:82:y:2012:i:5:p:894-901. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .