On the sharpness of asymptotic expressions for the spectral functions of empirical covariance matrices

DOI10.1070/RM1994V049N05ABEH002443MaRDI QIDQ4872709zbMATH OpenOpenAlexFDO

Authors V. I. Serdobol'skij

Publication date 29 July 1996

Published in Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/rm1994v049n05abeh002443

zbMATH Keywords

convergencerandom matricesspectrumspectral functionsresolventssample covariance matriceslimit formulaeasymptotic expressions

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Central limit and other weak theorems (60F05)

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