Off-diagonal elements of projection matrices and dimension asymptotics

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985998%3A_____%2F24%3A00604651" target="_blank" >RIV/67985998:_____/24:00604651 - isvavai.cz</a>
Alternative codes found
RIV/00216208:11640/24:00586364
Result on the web
<a href="https://doi.org/10.1016/j.econlet.2024.111761" target="_blank" >https://doi.org/10.1016/j.econlet.2024.111761</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.econlet.2024.111761" target="_blank" >10.1016/j.econlet.2024.111761</a>

Result language
angličtina
Original language name
Off-diagonal elements of projection matrices and dimension asymptotics
Original language description
We provide insights on asymptotic behavior of the off-diagonal elements of projection matrices in settings, where the dimension of underlying vectors grows with the sample size. Under designs favorable to application of the random matrix theory, the off-diagonal elements are asymptotically normal with a simple variance expression. We also discuss the robustness of the result to deviations of the design from the ideal setup.
Czech name
—
Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
50202 - Applied Economics, Econometrics

Project
<a href="/en/project/GA24-12720S" target="_blank" >GA24-12720S: ECONOMETRIC METHODS ROBUST TO PARAMETER DIMENSION AND DATA CLUSTERING</a><br>
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2024
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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