Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage

Steland, Ansgar (Corresponding author); von Sachs, Rainer

Amsterdam [u.a.] / Elsevier (2017, 2018) [Fachzeitschriftenartikel]

Stochastic processes and their applications
Band: 128
Ausgabe: 8
Seite(n): 2816-2855