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• W2601517384 abstract "In this paper, we propose a series of bias-reduced moment estimators for the Population Spectral Distribution (PSD) of large covariance matrices, which are fundamentally important for modern high-dimensional statistics. In addition, we derive the limiting distributions of these moment estimators, which are then adopted to test the order of PSDs. The simulation study demonstrates the desirable performance of the order test in conjunction with the proposed moment estimators for the PSD of large covariance matrices." @default.
• W2601517384 created "2017-04-07" @default.
• W2601517384 creator A5037083044 @default.
• W2601517384 creator A5046621948 @default.
• W2601517384 date "2017-01-01" @default.
• W2601517384 modified "2023-09-23" @default.
• W2601517384 title "Bias-Reduced Moment Estimators of Population Spectral Distribution and Their Applications" @default.
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• W2601517384 doi "https://doi.org/10.1007/978-3-319-41573-4_6" @default.
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