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
Identifier
- DOI: 10.1016/j.spa.2017.10.007
- REPORT NUMBER: RWTH-2018-226542