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Paper detail

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

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.

preprint2010arXivOpen access
Guangming PanQi-Man ShaoWang Zhou
math.PRmath.STStatistics Theory
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Imported metadata coverageMissing code, dataset, citation and institution fields are tracked without dominating the paper.Details
Citations: 0Reviews: 0Saves: 0Code: not linkedDataset: not linkedInstitutions: 0

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Guangming PanQi-Man ShaoWang Zhou

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