On Asymptotic Expansion and Central Limit Theorem of Linear Eigenvalue Statistics for Sample Covariance Matrices when ${N/M\rightarrow0}$ (Q5255333)
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scientific article; zbMATH DE number 6445807
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Asymptotic Expansion and Central Limit Theorem of Linear Eigenvalue Statistics for Sample Covariance Matrices when ${N/M\rightarrow0}$ |
scientific article; zbMATH DE number 6445807 |
Statements
On Asymptotic Expansion and Central Limit Theorem of Linear Eigenvalue Statistics for Sample Covariance Matrices when ${N/M\rightarrow0}$ (English)
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15 June 2015
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sample covariance matrix
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Stieltjes transform
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asymptotic expansion
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linear eigenvalue statistics
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