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) [Journal Article]

Stochastic processes and their applications
Volume: 128
Issue: 8
Page(s): 2816-2855