The limiting spectral distribution for large sample covariance matrices with unbounded m-dependent entries

Meng Wei, Guangyu Yang and Lingling Yang

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 22, 6651-6662

Abstract: In this note, the limiting spectral distribution for large sample covariance matrices with unbounded m-dependent structure is obtained under the third moment for the entries. This partially extends the results of Hui and Pan (Comm. Statist. Theory and Methods, 2010, 39: 935–941).

Date: 2016
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DOI: 10.1080/03610926.2014.963621

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