The rate of convergence of spectra of sample covariance matrices

Theory of Probability and its Applications

Volumn 54, Issue 1, 2010, Pages 129-140

  Gotze F ^a   Tikhomirov, A N ^b  

^a BIELEFELD UNIVERSITY   (Germany)

^b ST PETERSBURG STATE UNIVERSITY   (Russian Federation)

Author keywords

Marchenko Pastur distribution; Sample covariance matrix; Spectral distribution function

Indexed keywords

EID: 77749330076     PISSN: 0040585X     EISSN: 10957219     Source Type: Journal    
DOI: 10.1137/S0040585X97983985     Document Type: Article

References (11)

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