首页 >>教学管理>>讲座信息

【6月1日】厦门大学统计学高级系列讲座2012春季学期第三讲(总第11讲)——Wang ZHOU教授

被阅览数:3176次  发布时间:2012/6/1 14:41:53

    目:Smoothed empirical spectral distribution of sample covariance matrices
报告人:Wang ZHOU教授
             新加坡国立大学统计与应用概率系
    间:201261日(周五)下午4:30- 6:00
    点:经济楼D110
主办单位:王亚南经济研究院、经济学院、
 
要:The density and distribution functions of the limiting spectral distribution of general sample covariance matrices are usually unknown. We propose to use kernel estimators which are proved to be consistent. A central limit theorem (CLT) is established. Moreover, the CLTs for the smoothed quantiles of  Marcenko and Pasturs law have been also developed. This talk is based on several papers joint by Bao Zhigang, Hu Jiang, Jing Bing-Yi, Pan Guangming, and Shao Qiman.

上一条:【5月31日】厦门大学统计学高级系列讲座2012春季学期第二讲(总第10讲)——王皓博士
下一条:没有信息