On eigenvalues of a high-dimensional spatial-sign covariance matrix
From MaRDI portal
Publication:2073230
DOI10.3150/21-BEJ1360MaRDI QIDQ2073230
Qinwen Wang, Wang Zhou, Jian-feng Yao, Wei-Ming Li
Publication date: 1 February 2022
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.10549
eigenvalue distributioncentral limit theoremlinear spectral statisticsspatial-sign covariance matrix
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