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Article: On generalized expectation-based estimation of a population spectral distribution from high-dimensional data
Title | On generalized expectation-based estimation of a population spectral distribution from high-dimensional data |
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Authors | |
Keywords | Eigenvalues distribution Empirical spectral distribution Generalized expectation estimation Large sample covariance matrix Population spectral distribution |
Issue Date | 2015 |
Citation | Annals of the Institute of Statistical Mathematics, 2015, v. 67 n. 2, p. 359-373 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/200919 |
ISSN | 2023 Impact Factor: 0.8 2023 SCImago Journal Rankings: 0.791 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Li, W | en_US |
dc.contributor.author | Yao, JJ | en_US |
dc.date.accessioned | 2014-08-21T07:07:11Z | - |
dc.date.available | 2014-08-21T07:07:11Z | - |
dc.date.issued | 2015 | en_US |
dc.identifier.citation | Annals of the Institute of Statistical Mathematics, 2015, v. 67 n. 2, p. 359-373 | en_US |
dc.identifier.issn | 0020-3157 | - |
dc.identifier.uri | http://hdl.handle.net/10722/200919 | - |
dc.language | eng | en_US |
dc.relation.ispartof | Annals of the Institute of Statistical Mathematics | en_US |
dc.rights | The original publication is available at www.springerlink.com | - |
dc.subject | Eigenvalues distribution | - |
dc.subject | Empirical spectral distribution | - |
dc.subject | Generalized expectation estimation | - |
dc.subject | Large sample covariance matrix | - |
dc.subject | Population spectral distribution | - |
dc.title | On generalized expectation-based estimation of a population spectral distribution from high-dimensional data | en_US |
dc.type | Article | en_US |
dc.identifier.email | Yao, JJ: jeffyao@hku.hk | en_US |
dc.identifier.authority | Yao, JJ=rp01473 | en_US |
dc.description.nature | postprint | - |
dc.identifier.doi | 10.1007/s10463-014-0452-2 | en_US |
dc.identifier.scopus | eid_2-s2.0-84923702735 | - |
dc.identifier.hkuros | 233579 | en_US |
dc.identifier.eissn | 1572-9052 | - |
dc.identifier.isi | WOS:000350235400007 | - |
dc.identifier.issnl | 0020-3157 | - |