Bias-reduced moment estimators of population spectral distribution and their applications

DOI10.1007/978-3-319-41573-4_6MaRDI QIDQ4595751zbMATH OpenOpenAlexFDO

Authors Yingli Qin, Weiming Li

Publication date 6 December 2017

Published in Contributions to Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-41573-4_6

zbMATH Keywords

consistencyhypothesis testingcovariance matrixmoment estimatorhigh-dimensionasymptotically normalpopulation spectral distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Inference from stochastic processes and spectral analysis (62M15)

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(4)

• Testing the order of a population spectral distribution for high-dimensional data
• scientific article; zbMATH DE number 4201434 (Why is no real title available?)
• Local expectations of the population spectral distribution of a high-dimensional covariance matrix
• On generalized expectation-based estimation of a population spectral distribution from high-dimensional data

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