Please use this identifier to cite or link to this item: https://doi.org/10.3150/10-BEJ250
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dc.titleFunctional CLT for sample covariance matrices
dc.contributor.authorBai, Z.
dc.contributor.authorWang, X.
dc.contributor.authorZhou, W.
dc.date.accessioned2014-10-28T05:12:16Z
dc.date.available2014-10-28T05:12:16Z
dc.date.issued2010-11
dc.identifier.citationBai, Z., Wang, X., Zhou, W. (2010-11). Functional CLT for sample covariance matrices. Bernoulli 16 (4) : 1086-1113. ScholarBank@NUS Repository. https://doi.org/10.3150/10-BEJ250
dc.identifier.issn13507265
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/105154
dc.description.abstractUsing Bernstein polynomial approximations, we prove the central limit theorem for linear spectral statistics of sample covariance matrices, indexed by a set of functions with continuous fourth order derivatives on an open interval including [(1 - √ y)2, (1 + √ y)2], the support of the Marčenko-Pastur law. We also derive the explicit expressions for asymptotic mean and covariance functions. © 2010 ISI/BS.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.3150/10-BEJ250
dc.sourceScopus
dc.subjectBernstein polynomial
dc.subjectCentral limit theorem
dc.subjectSample covariance matrices
dc.subjectStieltjes transform
dc.typeArticle
dc.contributor.departmentSTATISTICS & APPLIED PROBABILITY
dc.description.doi10.3150/10-BEJ250
dc.description.sourcetitleBernoulli
dc.description.volume16
dc.description.issue4
dc.description.page1086-1113
dc.identifier.isiut000285533700009
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