Nonparametric estimate of spectral density functions of sample covariance matrices: A first step

Annals of Statistics

Volumn 38, Issue 6, 2010, Pages 3724-3750

  Jing, Bing Yi ^a   Pan, Guangming ^b   Shao, Qi Man ^a   Zhou, Wang ^c  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

^b NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

^c NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Nonparametric estimate; Sample covariance matrices; Stieltjes transform

Indexed keywords

EID: 78650149099     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/10-AOS833     Document Type: Article

References (16)

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