Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage
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Publication:1639677
DOI10.1016/j.spa.2017.10.007zbMath1391.60061arXiv1711.01835OpenAlexW2601695767MaRDI QIDQ1639677
Rainer von Sachs, Ansgar Steland
Publication date: 13 June 2018
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1711.01835
Asymptotic distribution theory in statistics (62E20) Functional limit theorems; invariance principles (60F17)
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Uses Software
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