WEAK-CONVERGENCE OF RANDOM FUNCTIONS DEFINED BY THE EIGENVECTORS OF SAMPLE COVARIANCE MATRICES

被引：41

作者：

SILVERSTEIN, JW

机构：

来源：

ANNALS OF PROBABILITY | 1990年 / 18卷 / 03期

关键词：

D O I：

10.1214/aop/1176990741

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：1174 / 1194

页数：21

共 50 条

[41] WEAK-CONVERGENCE OF MATRICES OF TRANSITION-PROBABILITIES FOR CONDITIONAL MARKOV-CHAINS
BEZHAEVA, ZI
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1983, 27 (01) : 59 - 68
[42] WEAK-CONVERGENCE AND THE EXPONENTIAL RATE OF CONCENTRATION FOR POSTERIOR DENSITY-FUNCTIONS
MARYAK, JL
SPALL, JC
STATISTICS & PROBABILITY LETTERS, 1990, 10 (04) : 273 - 278
[43] WEAK-CONVERGENCE OF PROBABILITY-MEASURES IN THE SPACES OF CONTINUOUSLY DIFFERENTIABLE FUNCTIONS
PRIGARIN, SM
SIBERIAN MATHEMATICAL JOURNAL, 1993, 34 (01) : 123 - 127
[44] CONVERGENCE OF EIGENVECTOR EMPIRICAL SPECTRAL DISTRIBUTION OF SAMPLE COVARIANCE MATRICES
Xi, Haokai
Yang, Fan
Yin, Jun
ANNALS OF STATISTICS, 2020, 48 (02): : 953 - 982
[45] Convergence rates of spectral distributions of large sample covariance matrices
Bai, ZD
Miao, BQ
Yao, JF
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2003, 25 (01) : 105 - 127
[46] WEAK-CONVERGENCE FOR THE MAXIMA OF STATIONARY GAUSSIAN-PROCESSES USING RANDOM NORMALIZATION
MCCORMICK, WP
ANNALS OF PROBABILITY, 1980, 8 (03): : 483 - 497
[47] WEAK-CONVERGENCE OF ARRAY OF INDEPENDENT AND META-DEPENDENT RANDOM-VARIABLES
LU, CR
KEXUE TONGBAO, 1982, 27 (04): : 458 - 458
[48] WEAK-CONVERGENCE OF THE ADJUSTED RANGE OF CUMULATIVE SUMS OF EXCHANGEABLE RANDOM-VARIABLES
TROUTMAN, BM
JOURNAL OF APPLIED PROBABILITY, 1983, 20 (02) : 297 - 304
[49] THE WEAK-CONVERGENCE OF LEAST-SQUARES RANDOM-FIELDS AND ITS APPLICATION
RAO, BLSP
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1986, 38 (03) : 475 - 483
[50] WEAK-CONVERGENCE AND APPROXIMATIONS FOR PARTIAL-DIFFERENTIAL EQUATIONS WITH RANDOM PROCESS COEFFICIENTS
KUSHNER, HJ
LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES, 1986, 78 : 258 - 268

← 1 2 3 4 5 →