Central limit theorem of nonparametric estimate of spectral density functions of sample covariance matrices.

Wed, 08/25/2010 - 15:01 — SomNambul

Authors: Qi-Man Shao, Wang Zhou, Guangming Pan
Subjects: Statistics

link: http://arxiv.org/abs/1008.3954
Abstract

A consistent kernel estimator of the limiting spectral distribution of
general sample covariance matrices was introduced in Jing, Pan, Shao and Zhou
(2010). The central limit theorem of the kernel estimator is proved in this
paper.

Primary-links

Central limit theorem of nonparametric estimate of spectral density functions of sample covariance matrices.

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