Asymptotic Distributions of Functions of the Eigenvalues of the Sample Covariance Matrix and Canonical Correlation Matrix in Multivariate Time Series
1987 ◽
Vol 22
(1)
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pp. 156-176
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2016 ◽
Vol 126
(3)
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pp. 767-799
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2001 ◽
Vol 47
(4)
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pp. 1681-1687
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Keyword(s):
2013 ◽
Vol 57
(1)
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pp. 125-140
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Keyword(s):
2013 ◽
Vol 108
(501)
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pp. 265-277
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Keyword(s):
Estimation of the population spectral distribution from a large dimensional sample covariance matrix
2013 ◽
Vol 143
(11)
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pp. 1887-1897
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Keyword(s):