scientific article; zbMATH DE number 919369

zbMATH Open0898.62081MaRDI QIDQ4889040FDOQ4889040

V. I. Serdobol'skij

Publication date: 30 October 1996

Title of this publication is not available (Why is that?)

zbMATH Keywords

increasing dimensionvariancespectral functionsexpectationresolventssample covariance matricesprincipal spectral equations

Mathematics Subject Classification ID

Multivariate analysis (62H99)

Cited In (9)

• Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
• Spectral distribution of the sample covariance of high-dimensional time series with unit roots
• The resolvent and the spectral functions of sample covariance matrices of increasing dimension
• Matrix shrinkage of high-dimensional expectation vectors
• Title not available (Why is that?)
• Numerical simulation for functions of sample covariance matrices
• Stable estimators of inverse covariance matrices
• On spectral distribution of sample covariance matrices from large dimensional and large \(k\)-fold tensor products
• ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH‐DIMENSIONAL SAMPLE COVARIANCE MATRIX

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