Limiting spectral distribution of renormalized separable sample covariance matrices when p/n→0
Year of publication: |
2014
|
---|---|
Authors: | Wang, Lili ; Paul, Debashis |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 126.2014, C, p. 25-52
|
Publisher: |
Elsevier |
Subject: | Separable covariance | Limiting spectral distribution | Stieltjes transform | McDiarmid’s inequality | Lindeberg principle | Wielandt’s inequality |
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