Central limit theorem of nonparametric estimate of spectral density functions of sample covariance matrices
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Publication:6220343
arXiv1008.3954MaRDI QIDQ6220343
Qui-Man Shao, Guangming Pan, Wang Zhou
Publication date: 23 August 2010
Abstract: A consistent kernel estimator of the limiting spectral distribution of general sample covariance matrices was introduced in Jing, Pan, Shao and Zhou (2010). The central limit theorem of the kernel estimator is proved in this paper.
Asymptotic distribution theory in statistics (62E20) Strong limit theorems (60F15) Random matrices (algebraic aspects) (15B52) Functional limit theorems; invariance principles (60F17)
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