Scholarlink

We focus on kernel estimator of the density function of the limiting spectral distribution of sample covariance matrix associated to a large class of weak dependent sequences of real-valued random variables having only moment of order 2. A simulation study is conducted to show the performance of the kernel estimators of the density function and then compare these estimators with the one obtained by the Stieltjes transform method.

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

Spectrum Density Estimation of Sample Covariance Matrices with Correlated Entries

  • 会议论文

  • 发表日期：

    2026年

查看全文
  • Zahira Khettab

摘要

We focus on kernel estimator of the density function of the limiting spectral distribution of sample covariance matrix associated to a large class of weak dependent sequences of real-valued random variables having only moment of order 2. A simulation study is conducted to show the performance of the kernel estimators of the density function and then compare these estimators with the one obtained by the Stieltjes transform method.