Showing results 1 to 4 of 4
Title | Author(s) | Issue Date | |
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Estimation of the population spectral distribution from a large dimensional sample covariance matrix Journal:Journal of Statistical Planning and Inference | 2013 | ||
Joint Central Limit Theorem for Eigenvalue Statistics from Several Dependent Large Dimensional Sample Covariance Matrices with Application Journal:Scandinavian Journal of Statistics | 2018 | ||
A local moments estimation of the spectrum of a large dimensional covariance matrix Journal:Statistica Sinica | 2014 | ||
On structure testing for component covariance matrices of a high dimensional mixture Journal:Journal of the Royal Statistical Society. Series B: Statistical Methodology | 2018 |