Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage

Title
Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage
Authors
Keywords
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Journal
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Volume 128, Issue 8, Pages 2816-2855
Publisher
Elsevier BV
Online
2017-11-17
DOI
10.1016/j.spa.2017.10.007

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