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A CLT for regularized sample covariance matrices - MaRDI portal

A CLT for regularized sample covariance matrices (Q1000301)

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A CLT for regularized sample covariance matrices
scientific article

    Statements

    title
    A CLT for regularized sample covariance matrices (English)
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    author
    Greg W. Anderson
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    Ofer Zeitouni
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    publication date
    6 February 2009
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    zbMATH Keywords
    random matrices
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    sample covariance
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    regularization
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    cites work
    Q4420195
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    Q3247378
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    Q5820720
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    Q3321154
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    Q4344108
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    Identifiers

    DOI
    10.1214/07-AOS503
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    Mathematics Subject Classification ID
    60F05
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    62H12
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    15B52
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    zbMATH DE Number
    5503370
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    arXiv ID
    math/0612791
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