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5. Bias-reduced moment estimators of Population Spectral Distribution and their applications

Bias-reduced moment estimators of Population Spectral Distribution and their applications

来源 :上海交通大学 | 被引量 : 0次 | 上传用户：a1a1b1b1ccddee

【摘 要】

：

Covariance matrices play an essential role in multivariate and high-dimensional statistics.In this paper,we propose a series of bias-reduced moment estimators for the Population Spectral Distribution(

【作 者】

：

Yingli Qin Weiming Li 

【机 构】

：

University of Waterloo,N2L 3G1,Canada Shanghai Un

【出 处】

：

上海交通大学

【发表日期】

：

2016年4期

【关键词】

：

Consistency Large covariance matrix Moment estimator Population spectral distrib 

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　　Covariance matrices play an essential role in multivariate and high-dimensional statistics.In this paper,we propose a series of bias-reduced moment estimators for the Population Spectral Distribution(PSD)of large covariance matrices.

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