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).
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页码：935 / 941
页数：7
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