Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\)

DOI10.1016/j.jmva.2013.12.015zbMath1286.60009arXiv1308.1766OpenAlexW2159247370MaRDI QIDQ2438628

Lili Wang, Debashis Paul

Publication date: 6 March 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.1766

zbMATH Keywords

Stieltjes transformlimiting spectral distributionseparable covarianceLindeberg principleWielandt's inequalityMcDiarmid's inequality

Mathematics Subject Classification ID

Multivariate analysis (62H99) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15)

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