The limiting spectral distribution for large sample covariance matrices with unbounded<i>m</i>-dependent entries

Meng Xia Wei, Guangyu Yang, Lingling Yang

Type: Article

Publication Date: 2016-01-21

Citations: 11

DOI: https://doi.org/10.1080/03610926.2014.963621

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Communication in Statistics- Theory and Methods - View

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+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein
+	Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices	1995	Jack W. Silverstein
+	Limit Theorems for the Eigenvalues of a Product of Large Dimensional Random Matrices When the Underlying Distribution is Isotropic	1987	Yanqing Yin P. R. Krishnaiah
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+ PDF Chat	A Central Limit Theorem for $m$-Dependent Random Variables with Unbounded $m$	1973	Kenneth N. Berk
+	DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES	1967	V A Marčenko L. А. Pastur
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+	Limiting Spectral Distribution for Large Sample Covariance Matrices with<i>m</i>-Dependent Elements	2010	Jun Hui Guangming Pan
+	METHODOLOGIES IN SPECTRAL ANALYSIS OF LARGE DIMENSIONAL RANDOM MATRICES, A REVIEW	2008	Zhidong Bai
+	LARGE SAMPLE COVARIANCE MATRICES WITHOUT INDEPENDENCE STRUCTURES IN COLUMNS	2008	Zhidong Bai Zhou Wang