CLT for linear spectral statistics of random matrix $S^{-1}T$

Shurong Zheng, Zhidong Bai, Jianfeng Yao

Type: Preprint

Publication Date: 2013-01-01

Citations: 3

DOI: https://doi.org/10.48550/arxiv.1305.1376

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+	High Dimensional Statistical Inference and Random Matrices	2006	Iain M. Johnstone
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+ PDF Chat	On the sphericity test with large-dimensional observations	2013	Qinwen Wang Jianfeng Yao
+ PDF Chat	On the convergence of the spectral empirical process of Wigner matrices	2005	Zhidong Bai Jianfeng Yao
+ PDF Chat	Central limit theorem for signal-to-interference ratio of reduced rank linear receiver	2008	Guangming Pan Wang Zhou