Central limit theorem of nonparametric estimate of spectral density functions of sample covariance matrices

Guangming Pan; Qi-Man Shao; Wang Zhou

arxiv: 1008.3954 · v1 · pith:IRVWFKX6new · submitted 2010-08-24 · 🧮 math.ST · math.PR· stat.TH

Central limit theorem of nonparametric estimate of spectral density functions of sample covariance matrices

Guangming Pan , Qi-Man Shao , Wang Zhou This is my paper

classification 🧮 math.ST math.PRstat.TH

keywords centralcovarianceestimatorkernellimitmatricessamplespectral

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A consistent kernel estimator of the limiting spectral distribution of general sample covariance matrices was introduced in Jing, Pan, Shao and Zhou (2010). The central limit theorem of the kernel estimator is proved in this paper.

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Central limit theorem of nonparametric estimate of spectral density functions of sample covariance matrices

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