Limiting spectral distribution for a type of sample covariance matrices
From MaRDI portal
Publication:395125
DOI10.1007/s13226-013-0037-4zbMath1279.62042MaRDI QIDQ395125
Publication date: 28 January 2014
Published in: Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13226-013-0037-4
62E20: Asymptotic distribution theory in statistics
60F05: Central limit and other weak theorems
62M15: Inference from stochastic processes and spectral analysis
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the Marchenko-Pastur and circular laws for some classes of random matrices with dependent entries
- Random points in the unit ball of \(\ell^{ n }_{ p }\)
- Power-law estimates for the central limit theorem for convex sets
- Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices
- On the empirical distribution of eigenvalues of a class of large dimensional random matrices
- Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
- On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices
- On the limiting empirical measure of eigenvalues of the sum of rank one matrices with log-concave distribution
- Quantitative estimates of the convergence of the empirical covariance matrix in log-concave ensembles
- Limit Theorem for the Eigenvalues of the Sample Covariance Matrix when the Underlying Distribution is Isotropic
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES