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Teoriya Veroyatnostei i ee Primeneniya, 2014, Volume 59, Issue 2, Pages 313–339
DOI: https://doi.org/10.4213/tvp4567 (Mi tvp4567) 		 
This article is cited in 1 scientific paper (total in 1 paper)

On asymptotic expansion and CLT of linear eigenvalue statistics for sample covariance matrices when $N/M\rightarrow0$

Z. Bao

Zhejiang University
Full-text PDF (329 kB) Citations (1)
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DOI: https://doi.org/10.4213/tvp4567
Received: 24.09.2011
Revised: 08.04.2012
English version:
Theory of Probability and its Applications, 2015, Volume 59, Issue 2, Pages 185–207
DOI: https://doi.org/10.1137/S0040585X97T987089
Bibliographic databases:
Document Type: Article
Language: English
Citation: Z. Bao, “On asymptotic expansion and CLT of linear eigenvalue statistics for sample covariance matrices when $N/M\rightarrow0$”, Teor. Veroyatnost. i Primenen., 59:2 (2014), 313–339; Theory Probab. Appl., 59:2 (2015), 185–207
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/tvp/v59/i2/p313
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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