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

In: Stochastic processes and their applications
Band: 128
Heft: 8
Seite(n)/Artikel-Nr.: 2816-2855