Limiting Spectral Distribution for Large Sample Covariance Matrices with m-Dependent Elements

被引：8

作者：

Hui, Jun ^{[2
]}

Pan, Guangming ^{[1
]}

机构：

[1] Nanyang Technol Univ, Div Math Sci, Sch Phys & Math Sci, Singapore, Singapore

[2] Hefei Univ Technol, Sch Math, Hefei, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2010年 / 39卷 / 06期

关键词：

Limiting spectral distribution; m-dependent; Sample covariance matrices;

D O I：

10.1080/03610920902807929

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This article establishes the limiting spectral distribution of large sample covariance matrices with m-dependent random variables under the second moment condition by verifying the condition of Theorem 1.1 in Bai and Zhou (2008).

引用

页码：935 / 941

页数：7

共 50 条

[1] The limiting spectral distribution for large sample covariance matrices with unbounded m-dependent entries
Wei, Meng
Yang, Guangyu
Yang, Lingling
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2016, 45 (22) : 6651 - 6662
[2] Limiting Spectral Distribution of Large Sample Covariance Matrices Associated with a Class of Stationary Processes
Marwa Banna
Florence Merlevède
Journal of Theoretical Probability, 2015, 28 : 745 - 783
[3] Limiting Spectral Distribution of Large Sample Covariance Matrices Associated with a Class of Stationary Processes
Banna, Marwa
Merlevede, Florence
JOURNAL OF THEORETICAL PROBABILITY, 2015, 28 (02) : 745 - 783
[4] Limiting spectral distribution for a type of sample covariance matrices
Junshan Xie
Indian Journal of Pure and Applied Mathematics, 2013, 44 : 695 - 710
[5] Limiting spectral distribution for a type of sample covariance matrices
Xie, Junshan
INDIAN JOURNAL OF PURE & APPLIED MATHEMATICS, 2013, 44 (05) : 695 - 710
[6] On limiting spectral distribution of large sample covariance matrices by VARMA(p,q)
Wang, Cheng
Jin, Baisuo
Miao, Baiqi
JOURNAL OF TIME SERIES ANALYSIS, 2011, 32 (05) : 539 - 546
[7] Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA
Jin, Baisuo
Wang, Cheng
Miao, Baiqi
Lo Huang, Mong-Na
JOURNAL OF MULTIVARIATE ANALYSIS, 2009, 100 (09) : 2112 - 2125
[8] No eigenvalues outside the support of the limiting spectral distribution of large dimensional noncentral sample covariance matrices
Bai, Zhidong
Hu, Jiang
Silverstein, Jack w.
Zhou, Huanchao
BERNOULLI, 2025, 31 (01) : 671 - 691
[9] No eigenvalues outside the support of the limiting spectral distribution of quaternion sample covariance matrices
Li, Huiqin
RANDOM MATRICES-THEORY AND APPLICATIONS, 2020, 9 (04)
[10] Limiting spectral distribution of normalized sample covariance matrices with p/n → 0
Xie, Junshan
STATISTICS & PROBABILITY LETTERS, 2013, 83 (02) : 543 - 550

← 1 2 3 4 5 →