Functional CLT for sample covariance matrices

Bernoulli

Volumn 16, Issue 4, 2010, Pages 1086-1113

  Bai, Zhidong ^a,b   Wang, Xiaoying ^c   Zhou, Wang ^b  

^a NORTHEAST NORMAL UNIVERSITY   (China)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^c NORTH CHINA ELECTRIC POWER UNIVERSITY   (China)

Author keywords

Bernstein polynomial; Central limit theorem; Sample covariance matrices; Stieltjes transform

Indexed keywords

EID: 79251575877     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/10-BEJ250     Document Type: Article

References (19)

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