On the asymptotic behaviour of random matrices in a multivariate statistical model

Roy Cerqueti

doi:10.1016/j.spl.2008.01.051

On the asymptotic behaviour of random matrices in a multivariate statistical model

Roy Cerqueti

Research output: Contribution to journal › Article › peer-review

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Abstract

This paper aims to provide a nonparametric analysis of the integrated processes of an integer order, via a theoretical solution of a generalized eigenvalue problem. To this end, we introduce a mean operator for the process, by using weights belonging to a Sobolev Space.

Original language	English
Pages (from-to)	2039-2045
Journal	Statistics & Probability Letters
DOIs	https://doi.org/10.1016/j.spl.2008.01.051
Publication status	Published - 1 Feb 2008
Externally published	Yes

Keywords

Asymptotic Convergence
Generalized Eigenvalues Problem
Sobolev Spaces

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10.1016/j.spl.2008.01.051Licence: CC BY-NC-ND 4.0

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title = "On the asymptotic behaviour of random matrices in a multivariate statistical model",

abstract = "This paper aims to provide a nonparametric analysis of the integrated processes of an integer order, via a theoretical solution of a generalized eigenvalue problem. To this end, we introduce a mean operator for the process, by using weights belonging to a Sobolev Space.",

keywords = "Asymptotic Convergence, Generalized Eigenvalues Problem, Sobolev Spaces",

author = "Roy Cerqueti",

year = "2008",

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doi = "10.1016/j.spl.2008.01.051",

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AB - This paper aims to provide a nonparametric analysis of the integrated processes of an integer order, via a theoretical solution of a generalized eigenvalue problem. To this end, we introduce a mean operator for the process, by using weights belonging to a Sobolev Space.

KW - Asymptotic Convergence

KW - Generalized Eigenvalues Problem

KW - Sobolev Spaces

U2 - 10.1016/j.spl.2008.01.051

DO - 10.1016/j.spl.2008.01.051

M3 - Article

SN - 0167-7152

SP - 2039

EP - 2045

JO - Statistics & Probability Letters

JF - Statistics & Probability Letters

ER -

On the asymptotic behaviour of random matrices in a multivariate statistical model

Abstract

Keywords

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