Functional CLT for sample covariance matrices

DOI10.3150/10-BEJ250zbMath1210.60025arXiv1011.5729OpenAlexW2072325299MaRDI QIDQ627288

Xiaoying Wang, Wang Zhou, Zhi-Dong Bai

Publication date: 28 February 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.5729

zbMATH Keywords

Stieltjes transformcentral limit theoremBernstein polynomialsample covariance matrices

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20)

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