Convergence Rates of Spectral Distributions of Large Sample Covariance Matrices

Z. D. Bai, Baiqi Miao, Jian-Feng Yao. Convergence Rates of Spectral Distributions of Large Sample Covariance Matrices. SIAM J. Matrix Analysis Applications, 25(1):105-127, 2003. [doi]

Abstract

Abstract is missing.