Weak convergence of the empirical spectral distribution of high-dimensional band sample covariance matrices (Q1800935)
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scientific article; zbMATH DE number 6966120
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| English | Weak convergence of the empirical spectral distribution of high-dimensional band sample covariance matrices |
scientific article; zbMATH DE number 6966120 |
Statements
Weak convergence of the empirical spectral distribution of high-dimensional band sample covariance matrices (English)
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26 October 2018
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high-dimensional sample covariance matrices
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empirical spectral distribution
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strong convergence
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weak convergence
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method of moments
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number of restricted compositions of a natural number
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0.7969487905502319
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0.7965704798698425
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0.7883612513542175
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0.7833018898963928
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