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Article: Estimation of the population spectral distribution from a large dimensional sample covariance matrix

TitleEstimation of the population spectral distribution from a large dimensional sample covariance matrix
Authors
LI, WMChen, JQQin, YLBai, ZDYao, JJ
KeywordsEmpirical spectral distribution
High-dimensional data analysis
Large sample covariance matrices
Marčenko-Pastur distribution
Stieltjes transform
Issue Date2013
PublisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jspi
Citation
Journal of Statistical Planning and Inference, 2013, v. 143 n. 11, p. 1887-1897 How to Cite?
DOI: http://dx.doi.org/10.1016/j.jspi.2013.06.017
Persistent Identifierhttp://hdl.handle.net/10722/189448
ISSN
0378-3758
2023 Impact Factor: 0.8
2023 SCImago Journal Rankings: 0.736
ISI Accession Number ID
WOS:000324790500008

 

DC FieldValueLanguage
dc.contributor.authorLI, WMen_US
dc.contributor.authorChen, JQen_US
dc.contributor.authorQin, YLen_US
dc.contributor.authorBai, ZDen_US
dc.contributor.authorYao, JJen_US
dc.date.accessioned2013-09-17T14:41:46Z-
dc.date.available2013-09-17T14:41:46Z-
dc.date.issued2013-
dc.identifier.citationJournal of Statistical Planning and Inference, 2013, v. 143 n. 11, p. 1887-1897en_US
dc.identifier.issn0378-3758-
dc.identifier.urihttp://hdl.handle.net/10722/189448-
dc.languageengen_US
dc.publisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jspi-
dc.relation.ispartofJournal of Statistical Planning and Inferenceen_US
dc.subjectEmpirical spectral distribution-
dc.subjectHigh-dimensional data analysis-
dc.subjectLarge sample covariance matrices-
dc.subjectMarčenko-Pastur distribution-
dc.subjectStieltjes transform-
dc.titleEstimation of the population spectral distribution from a large dimensional sample covariance matrixen_US
dc.typeArticleen_US
dc.identifier.emailYao, JJ: jeffyao@hku.hken_US
dc.identifier.authorityYao, JJ=rp01473en_US
dc.identifier.doi10.1016/j.jspi.2013.06.017-
dc.identifier.scopuseid_2-s2.0-84883302026-
dc.identifier.hkuros221515en_US
dc.identifier.volume143-
dc.identifier.issue11-
dc.identifier.spage1887-
dc.identifier.epage1897-
dc.identifier.isiWOS:000324790500008-
dc.publisher.placeNetherlands-
dc.identifier.issnl0378-3758-

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