A local moment estimator of the spectrum of a large dimensional covariance matrix (Q5413288)
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scientific article; zbMATH DE number 6290126
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A local moment estimator of the spectrum of a large dimensional covariance matrix |
scientific article; zbMATH DE number 6290126 |
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A local moment estimator of the spectrum of a large dimensional covariance matrix (English)
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29 April 2014
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empirical spectral distribution
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large covariance matrix
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population spectral distribution
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Stieltjes transforms
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