The convergence on spectrum of sample covariance matrices for information-plus-noise type data
type: Item
instance of: scholarly article
title: The convergence on spectrum of sample covariance matrices for information-plus-noise type data
zbMATH Open document ID: 1265.15055
author: Junshan Xie
published in: Applied Mathematics. Series B (English Edition)
publication date: 2013-01-24T00:00:00Z
Mathematics Subject Classification ID: 15B52
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60B20
zbMATH DE Number: 6129359
zbMATH Keywords: limiting spectral distribution
zbMATH Keywords: sample covariance matrix
zbMATH Keywords: Stieltjes transform
zbMATH Keywords: random matrices
MaRDI profile type: Publication
full work available at URL: s11766-012-2818-7
OpenAlex ID: W2139396647
cites work: On limit theorem for the eigenvalues of product of two random matrices
cites work: Q3551026
cites work: On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices
cites work: Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices
cites work: Necessary and sufficient condition that the limit of Stieltjes transforms is a Stieltjes transform
cites work: Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
cites work: DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
cites work: Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix
cites work: Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
cites work: On the empirical distribution of eigenvalues of a class of large dimensional random matrices
DOI: 10.1007/S11766-012-2818-7
description: scientific article; zbMATH DE number 6129359