Central limit theorem of nonparametric estimate of spectral density functions of sample covariance matrices

Details Central limit theorem of nonparametric estimate of spectral density functions of sample covariance matrices Central limit theorem of nonparametric estimate of spectral density functions of sample covariance matrices

2010-08-24

arxiv.org/abs/1008.3954v1

Mathematics

Statistics Theory

50 pages

Scientific paper

A consistent kernel estimator of the limiting spectral distribution of
general sample covariance matrices was introduced in Jing, Pan, Shao and Zhou
(2010). The central limit theorem of the kernel estimator is proved in this
paper.

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