A weak law of large numbers for the sample covariance matrix

DOI10.1214/ECP.V5-1020zbMath0954.60012OpenAlexW2103781319MaRDI QIDQ1572750

Zhidong Pan, Steven J. Sepanski

Publication date: 27 July 2000

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/120778

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

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