scientific article; zbMATH DE number 919369
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Publication:4889040
zbMATH Open0898.62081MaRDI QIDQ4889040FDOQ4889040
Authors: V. I. Serdobol'skij 
Publication date: 30 October 1996
Title of this publication is not available (Why is that?)
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increasing dimensionvariancespectral functionsexpectationresolventssample covariance matricesprincipal spectral equations
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- 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
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- Characteristic polynomials of sample covariance matrices: the non-square case
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- Spectra of infinite-dimensional sample covariance matrices
- 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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