A CLT for regularized sample covariance matrices

dc.creatorAnderson, Greg W.
dc.creatorZeitouni, Ofer
dc.date2006-12-27
dc.date2009-01-20
dc.date.accessioned2026-07-07T12:32:41Z
dc.date.available2026-07-07T12:32:41Z
dc.descriptionWe consider the spectral properties of a class of regularized estimators of (large) empirical covariance matrices corresponding to stationary (but not necessarily Gaussian) sequences, obtained by banding. We prove a law of large numbers (similar to that proved in the Gaussian case by Bickel and Levina), which implies that the spectrum of a banded empirical covariance matrix is an efficient estimator. Our main result is a central limit theorem in the same regime, which to our knowledge is new, even in the Gaussian setup.
dc.descriptionPublished in at http://dx.doi.org/10.1214/07-AOS503 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/math/0612791
dc.identifierhttp://arxiv.org/abs/math/0612791
dc.identifierAnnals of Statistics 2008, Vol. 36, No. 6, 2553-2576
dc.identifierdoi:10.1214/07-AOS503
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/216860
dc.subjectProbability
dc.subject62H12 (Primary) 15A52 (Secondary)
dc.titleA CLT for regularized sample covariance matrices
dc.typetext

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