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ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH-DIMENSIONAL SAMPLE COVARIANCE MATRIX - MaRDI portal

ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH-DIMENSIONAL SAMPLE COVARIANCE MATRIX

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Publication:151154

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DOI10.1111/J.1467-842X.2010.00590.XMaRDI QIDQ151154

Jiaqi Chen, Jianfeng Yao, Zhidong Bai

Publication date: 28 November 2010

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

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