KLASMOE and School of Mathematics and Statistics, Northeast Normal University, 5268 People's Road, 130024 Changchun, China.
ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH-DIMENSIONAL SAMPLE COVARIANCE MATRIX
Article first published online: 28 NOV 2010
© 2010 Australian Statistical Publishing Association Inc.
Australian & New Zealand Journal of Statistics
Volume 52, Issue 4, pages 423–437, December 2010
How to Cite
Bai, Z., Chen, J. and Yao, J. (2010), ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH-DIMENSIONAL SAMPLE COVARIANCE MATRIX. Australian & New Zealand Journal of Statistics, 52: 423–437. doi: 10.1111/j.1467-842X.2010.00590.x
Acknowledgments. The authors wish to thank the Chinese National Science Foundation, Northeast Normal University (China) and Région Bretagne (France) for their support of this research.
- Issue published online: 27 DEC 2010
- Article first published online: 28 NOV 2010
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