A local moment estimator of the spectrum of a large dimensional covariance matrix (Q5413288)
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scientific article; zbMATH DE number 6290126
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| English | A local moment estimator of the spectrum of a large dimensional covariance matrix |
scientific article; zbMATH DE number 6290126 |
Statements
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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0.9199612
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0.9105443
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0.90230733
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0.89471954
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0.8903482
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0.88978964
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0.8872266
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0.88654613
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0.88624924
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