Weak convergence of the empirical spectral distribution of high-dimensional band sample covariance matrices (Q1800935)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Weak convergence of the empirical spectral distribution of high-dimensional band sample covariance matrices |
scientific article |
Statements
Weak convergence of the empirical spectral distribution of high-dimensional band sample covariance matrices (English)
0 references
26 October 2018
0 references
high-dimensional sample covariance matrices
0 references
empirical spectral distribution
0 references
strong convergence
0 references
weak convergence
0 references
method of moments
0 references
number of restricted compositions of a natural number
0 references