Comparison between two types of large sample covariance matrices

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 50, Issue 2, 2014, Pages 655-677

  Pan, Guangming ^a  

^a NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

Author keywords

Central limit theorems; Eigenvectors and eigenvalues; Sample covariance matrix; Stieltjes transform; Strong convergence

Indexed keywords

EID: 84898626968     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1214/12-AIHP506     Document Type: Article

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