"Limiting spectral distribution of renormalized separable sample covariance ..."

Lili Wang, Debashis Paul (2014)

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DOI: 10.1016/J.JMVA.2013.12.015

access: open

type: Journal Article

metadata version: 2021-02-17

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Lili Wang, Debashis Paul:
Limiting spectral distribution of renormalized separable sample covariance matrices when p/ni → 0. J. Multivar. Anal. 126: 25-52 (2014)

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