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Article: On generalized expectation-based estimation of a population spectral distribution from high-dimensional data

TitleOn generalized expectation-based estimation of a population spectral distribution from high-dimensional data
Authors
Li, WYao, JJ
KeywordsEigenvalues distribution
Empirical spectral distribution
Generalized expectation estimation
Large sample covariance matrix
Population spectral distribution
Issue Date2015
Citation
Annals of the Institute of Statistical Mathematics, 2015, v. 67 n. 2, p. 359-373 How to Cite?
DOI: http://dx.doi.org/10.1007/s10463-014-0452-2
Persistent Identifierhttp://hdl.handle.net/10722/200919
ISSN
0020-3157
2023 Impact Factor: 0.8
2023 SCImago Journal Rankings: 0.791
ISI Accession Number ID
WOS:000350235400007

 

DC FieldValueLanguage
dc.contributor.authorLi, Wen_US
dc.contributor.authorYao, JJen_US
dc.date.accessioned2014-08-21T07:07:11Z-
dc.date.available2014-08-21T07:07:11Z-
dc.date.issued2015en_US
dc.identifier.citationAnnals of the Institute of Statistical Mathematics, 2015, v. 67 n. 2, p. 359-373en_US
dc.identifier.issn0020-3157-
dc.identifier.urihttp://hdl.handle.net/10722/200919-
dc.languageengen_US
dc.relation.ispartofAnnals of the Institute of Statistical Mathematicsen_US
dc.rightsThe original publication is available at www.springerlink.com-
dc.subjectEigenvalues distribution-
dc.subjectEmpirical spectral distribution-
dc.subjectGeneralized expectation estimation-
dc.subjectLarge sample covariance matrix-
dc.subjectPopulation spectral distribution-
dc.titleOn generalized expectation-based estimation of a population spectral distribution from high-dimensional dataen_US
dc.typeArticleen_US
dc.identifier.emailYao, JJ: jeffyao@hku.hken_US
dc.identifier.authorityYao, JJ=rp01473en_US
dc.description.naturepostprint-
dc.identifier.doi10.1007/s10463-014-0452-2en_US
dc.identifier.scopuseid_2-s2.0-84923702735-
dc.identifier.hkuros233579en_US
dc.identifier.eissn1572-9052-
dc.identifier.isiWOS:000350235400007-
dc.identifier.issnl0020-3157-

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