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• W2162250452 abstract "It is shown that the Kolmogorov distance between the spectral distribution function of a random covariance matrix ${frac{1}{p}} {bf X},{bf X}^T$, where ${bf X}$ is an $ntimes p$ matrix with independent entries and the distribution function of the Marchenko–Pastur law is of order $O(n^{-1/2})$. The bounds hold uniformly for any p, including ${frac{p}{n}}$ equal or close to 1." @default.
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• W2162250452 date "2010-01-01" @default.
• W2162250452 modified "2023-09-25" @default.
• W2162250452 title "The Rate of Convergence of Spectra of Sample Covariance Matrices" @default.
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• W2162250452 doi "https://doi.org/10.1137/s0040585x97983985" @default.
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