Convergence of the empirical spectral distribution function of Beta matrices
Let Bn=Sn(Sn+αnTN)−1, where Sn and TN are two independent sample covariance matrices with dimension p and sample sizes n and N, respectively. This is the so-called Beta matrix. In this paper, we focus on the limiting spectral distribution function and the central limit theorem of linear spectral sta...
| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Journal Article |
| Language: | English |
| Published: |
2015
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/80954 http://hdl.handle.net/10220/38995 |