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On estimation of the population spectral distribution from a high dimensional sample covariance matr
期刊名称:Australian and New Zealand Journal of Statistics
时间:0
页码:423-437
语言:英文
相关项目:大维样本协方差矩阵特征向量矩阵极限性状的研究
作者:
Bai, Z., Chen, J., Yao, J. |
同期刊论文项目
大维样本协方差矩阵特征向量矩阵极限性状的研究
期刊论文 25
著作 2
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大维AR(1)模型样本协方差阵的极限谱密度