A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix

Zhidong Bai, Chen Wang

Type: Article

Publication Date: 2014-10-26

Citations: 9

DOI: https://doi.org/10.1016/j.spl.2014.10.002

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arXiv (Cornell University) - View - PDF
Statistics & Probability Letters - View

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+	Eigenvalues of large sample covariance matrices of spiked population models	2005	Jinho Baik Jack W. Silverstein
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