The limiting spectral distribution for large sample covariance matrices with unbounded m-dependent entries |
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| Authors: | Meng Wei Lingling Yang |
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| Institution: | School of Mathematics and Statistics, Zhengzhou University, Henan Province, P.R. China |
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| Abstract: | ABSTRACTIn 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). |
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| Keywords: | Limiting spectral distribution m-dependent sample covariance matrices Stieltjes transform |
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