Showing 1 - 10 of 48,644
Persistent link: https://www.econbiz.de/10013041084
Persistent link: https://www.econbiz.de/10013349144
Persistent link: https://www.econbiz.de/10015074483
This paper establishes asymptotic properties for spiked empirical eigenvalues of sample co- variance matrices for high-dimensional data with both cross-sectional dependence and a dependent sample structure. A new finding from the established theoretical results is that spiked empirical...
Persistent link: https://www.econbiz.de/10012858418
Limit spectral theory of sample covariance matrices of increasing dimension was recently used as a base for the development of improved non-degenerating methods of multivariate statistical analysis. We present results of a numerical investigation of fundamental relations of this theory (of the...
Persistent link: https://www.econbiz.de/10012925415
Persistent link: https://www.econbiz.de/10012606738
Persistent link: https://www.econbiz.de/10003309760
Persistent link: https://www.econbiz.de/10009544871
Persistent link: https://www.econbiz.de/10011308159
Persistent link: https://www.econbiz.de/10010345431