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
default for all languages
No label defined
    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
      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

      Identifiers