Comparison between two types of large sample covariance matrices
DOI10.1214/12-AIHP506zbMath1295.15023MaRDI QIDQ2451115
Publication date: 26 May 2014
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aihp/1395856144
Stieltjes transformstrong convergenceeigenvalueseigenvectorscentral limit theoremssample covariance matrixeigenvalue statistics
Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Functional limit theorems; invariance principles (60F17) Analysis of variance and covariance (ANOVA) (62J10)
Related Items (11)
Cites Work
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