Functional CLT for sample covariance

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Works Cited by This (19)

Action	Title	Year	Authors
+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein
+	Some limit theorems for the eigenvalues of a sample covariance matrix	1982	Dag Jonsson
+ PDF Chat	CLT for linear spectral statistics of large-dimensional sample covariance matrices	2004	Zhidong Bai Jack W. Silverstein
+ PDF Chat	A CLT for a band matrix model	2005	Greg W. Anderson Ofer Zeitouni
+	Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices	1995	Jack W. Silverstein
+ PDF Chat	No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices	1998	Zhidong Bai Jack W. Silverstein
+	Spectral Analysis of Networks with Random Topologies	1977	Ulf Grenander Jack W. Silverstein
+	Limiting spectral distribution for a class of random matrices	1986	Yanqing Yin
+ PDF Chat	Central limit theorem for linear eigenvalue statistics of random matrices with independent entries	2009	Anna Lytova L. А. Pastur
+ PDF Chat	The Strong Limits of Random Matrix Spectra for Sample Matrices of Independent Elements	1978	Kenneth W. Wachter