Off-diagonal elements of projection matrices and dimension asymptotics

C-Tier
Journal: Economics Letters
Year: 2024
Volume: 239
Issue: C

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:239:y:2024:i:c:s0165176524002453
Journal Field
General
Author Count
2
Added to Database
2026-01-24