EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Empirical spectral distribution"
Narrow search

Narrow search

Year of publication
Subject
All
Empirical spectral distribution 8 Central limit theorem 3 Independence test 3 Covariance stationary time series 2 Large dimensional sample covariance matrix 2 Linear spectral statistics 2 Marcenko-Pastur Law 2 Stieltjes transform 2 empirical spectral distribution 2 Bernstein polynomial 1 Block random matrix 1 Characteristic function 1 Convergence rate 1 Correlation 1 Covariance matrix 1 Eigenvalues 1 Eigenvalues distribution 1 Estimation theory 1 Four manifolds 1 Generalized expectation estimation 1 Generalized gamma convolution 1 Haar distribution 1 High dimension 1 High-dimensional 1 Hypothesis testing 1 Korrelation 1 Laplacian random matrices 1 Large sample covariance matrix 1 Linear algebra 1 Lineare Algebra 1 Log-concave 1 Lévy process 1 Marčenko-Pastur distribution 1 Panel 1 Panel study 1 Population spectral distribution 1 Primary: 15A52 1 Random inner-product kernel matrix 1 Random matrix theory 1 Rectangular blocks 1
more ... less ...
Online availability
All
Undetermined 6 Free 4
Type of publication
All
Article 6 Book / Working Paper 4
Type of publication (narrower categories)
All
Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
All
Undetermined 7 English 3
Author
All
Gao, Jiti 3 Pan, Guangming 3 Yang, Yanrong 3 Li, Weiming 2 Bai, Zhidong 1 Ding, Xue 1 Gao, J. 1 Guo, M. 1 Guo, Meihui 1 Pan, G. 1 Qin, Yingli 1 Xia, Ningning 1 Yang, Y. 1 Yao, Jianfeng 1 Zeng, Xingyuan 1 Zitelli, G. L. 1
more ... less ...
Institution
All
Department of Econometrics and Business Statistics, Monash Business School 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
Monash Econometrics and Business Statistics Working Papers 2 Statistics & Probability Letters 2 Annals of the Institute of Statistical Mathematics 1 Journal of Multivariate Analysis 1 MPRA Paper 1 Quantitative finance 1 Statistical Papers / Springer 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1
more ... less ...
Source
All
RePEc 8 ECONIS (ZBW) 2
Showing 1 - 10 of 10
Cover Image
Random matrix models for datasets with fixed time horizons
Zitelli, G. L. - In: Quantitative finance 20 (2020) 5, pp. 769-781
Persistent link: https://www.econbiz.de/10012262618
Saved in:
Cover Image
Cross-sectional independence test for a class of parametric panel data models
Pan, Guangming; Gao, Jiti; Yang, Yanrong; Guo, Meihui - 2015
Persistent link: https://www.econbiz.de/10011781344
Saved in:
Cover Image
Testing Independence for a Large Number of High Dimensional Random Vectors
Pan, Guangming; Gao, Jiti; Yang, Yanrong - Department of Econometrics and Business Statistics, … - 2013
Capturing dependence among a large number of high dimensional random vectors is a very important and challenging problem. By arranging n random vectors of length p in the form of a matrix, we develop a linear spectral statistic of the constructed matrix to test whether the n random vectors are...
Persistent link: https://www.econbiz.de/10010860404
Saved in:
Cover Image
Independence Test for High Dimensional Random Vectors
Pan, G.; Gao, J.; Yang, Y.; Guo, M. - Department of Econometrics and Business Statistics, … - 2012
statistic is based on the characteristic function of the empirical spectral distribution of the sample covariance matrix. The …
Persistent link: https://www.econbiz.de/10009650288
Saved in:
Cover Image
Testing Independence for a Large Number of High–Dimensional Random Vectors
Gao, Jiti; Pan, Guangming; Yang, Yanrong - Volkswirtschaftliche Fakultät, … - 2012
Capturing dependence among a large number of high dimensional random vectors is a very important and challenging problem. By arranging n random vectors of length p in the form of a matrix, we develop a linear spectral statistic of the constructed matrix to test whether the n random vectors are...
Persistent link: https://www.econbiz.de/10011259986
Saved in:
Cover Image
On generalized expectation-based estimation of a population spectral distribution from high-dimensional data
Li, Weiming; Yao, Jianfeng - In: Annals of the Institute of Statistical Mathematics 67 (2015) 2, pp. 359-373
This paper discusses the problem of estimating the population spectral distribution from high-dimensional data. We present a general estimation procedure that covers situations where the moments of this distribution fail to identify the model parameters. The main idea is to use generalized...
Persistent link: https://www.econbiz.de/10011241461
Saved in:
Cover Image
A note on the large random inner-product kernel matrices
Zeng, Xingyuan - In: Statistics & Probability Letters 99 (2015) C, pp. 192-201
In this note we consider the n×n random matrices whose (i,j)th entry is f(xiTxj), where xi’s are i.i.d. random vectors in RN, and f is a real-valued function. The empirical spectral distributions of these random inner-product kernel matrices are studied in two kinds of high-dimensional...
Persistent link: https://www.econbiz.de/10011208323
Saved in:
Cover Image
On some spectral properties of large block Laplacian random matrices
Ding, Xue - In: Statistics & Probability Letters 99 (2015) C, pp. 61-69
empirical spectral distribution (ESD) of the large block Laplacian random matrices. …
Persistent link: https://www.econbiz.de/10011208324
Saved in:
Cover Image
Functional CLT of eigenvectors for large sample covariance matrices
Xia, Ningning; Bai, Zhidong - In: Statistical Papers 56 (2015) 1, pp. 23-60
paper, we establish the central limit theorem of linear spectral statistics associated with a new form of empirical spectral … distribution <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$H^{\mathbf {S}_n}$$</EquationSource> <EquationSource Format …
Persistent link: https://www.econbiz.de/10011151890
Saved in:
Cover Image
Hypothesis testing for high-dimensional covariance matrices
Li, Weiming; Qin, Yingli - In: Journal of Multivariate Analysis 128 (2014) C, pp. 108-119
This paper discusses the problem of testing for high-dimensional covariance matrices. Tests for an identity matrix and for the equality of two covariance matrices are considered when the data dimension and the sample size are both large. Most importantly, the dimension can be much larger than...
Persistent link: https://www.econbiz.de/10010776643
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...