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

DOI10.1007/978-3-319-41573-4_6zbMATH Open1378.62090OpenAlexW2601517384MaRDI QIDQ4595751FDOQ4595751

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

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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)

Cited In (4)

• Title not available (Why is that?)
• Local expectations of the population spectral distribution of a high-dimensional covariance matrix
• Testing the order of a population spectral distribution for high-dimensional data
• On generalized expectation-based estimation of a population spectral distribution from high-dimensional data

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