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

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