Friesen, Olga; Löwe, Matthias; Stolz, Michael - In: Journal of Multivariate Analysis 114 (2013) C, pp. 270-287
It is known (Hofmann-Credner and Stolz (2008) [4]) that the convergence of the mean empirical spectral distribution of a sample covariance matrix Wn=1/nYnYnt to the Marčenko–Pastur law remains unaffected if the rows and columns of Yn exhibit some dependence, where only the growth of the...