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

In: Stochastic processes and their applications
Volume: 128
Issue: 8
Page(s)/Article-Nr.: 2816-2855

Institutions

• Department of Mathematics [110000]
• Chair of Stochastics [116110]
• Chair of Statistics [116410]