A Note on the Limiting Spectral Distribution of a Symmetrized Auto-Cross Covariance Matrix

Zhidong Bai, Chen Wang

Type: Preprint

Publication Date: 2014-01-01

Citations: 1

DOI: https://doi.org/10.48550/arxiv.1403.2578

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Works Cited by This (8)

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+ PDF Chat	On the distribution of the largest eigenvalue in principal components analysis	2001	Iain M. Johnstone
+	On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices	2006	R. Brent Dozier Jack W. Silverstein
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+	On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices	1995	Jack W. Silverstein Zhidong Bai
+	NO EIGENVALUES OUTSIDE THE SUPPORT OF THE LIMITING SPECTRAL DISTRIBUTION OF INFORMATION-PLUS-NOISE TYPE MATRICES	2011	Zhidong Bai Jack W. Silverstein
+	Eigenvalues of large sample covariance matrices of spiked population models	2005	Jinho Baik Jack W. Silverstein
+	Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices	2007	R. Brent Dozier Jack W. Silverstein
+ PDF Chat	Central limit theorems for eigenvalues in a spiked population model	2008	Zhidong Bai Jianfeng Yao