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]
Identifier
- DOI: 10.1016/j.spa.2017.10.007
- RWTH PUBLICATIONS: RWTH-2018-226542