Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A local moment estimator of the spectrum of a large dimensional
  covariance matrix   This paper considers the problem of estimating the population spectral
distribution from a sample covariance matrix in large dimensional situations.
We generalize the contour-integral based method in Mestre (2008) and present a
local moment estimation procedure. Compared with the original one, the new
procedure can be applied successfully to models where the asymptotic clusters
of sample eigenvalues generated by different population eigenvalues are not all
separate. The proposed estimates are proved to be consistent. Numerical results
illustrate the implementation of the estimation procedure and demonstrate its
efficiency in various cases.

18
The categories of this paper are: econ
36
The categories of this paper are: cmp-lg
8
The categories of this paper are: hep-ex
33
The categories of this paper are: plasm-ph
20
The categories of this paper are: acc-phys
32
The categories of this paper are: atom-ph
13
The categories of this paper are: quant-ph
25
The categories of this paper are: patt-sol
4
The categories of this paper are: cond-mat
28
The categories of this paper are: alg-geom
24
The categories of this paper are: dg-ga
37
The categories of this paper are: supr-con
1
The categories of this paper are: cs
26
The categories of this paper are: bayes-an
29
The categories of this paper are: funct-an
11
The categories of this paper are: hep-lat