Abstract
The rate of convergence of the expected spectral distribution function of a sample covariancematrix to theMarchenko-Pastur distribution is studied under the existence of the entries’ moments of order 2 + γ, where 0 < γ ≤ 2.
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Tikhomirov, A.N. The rate of convergence of the expected spectral distribution function of a sample covariance matrix to the Marchenko-Pastur distribution. Sib. Adv. Math. 19, 277–286 (2009). https://doi.org/10.3103/S1055134409040051
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DOI: https://doi.org/10.3103/S1055134409040051