CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size

Bin-Bin Chen, Guangming Pan

Type: Article

Publication Date: 2015-04-21

Citations: 9

DOI: https://doi.org/10.3150/14-bej599

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+	Testing high dimensional covariance matrices via posterior Bayes factor	2020	Zhendong Wang Xingzhong Xu
+	Testing identity of high-dimensional covariance matrix	2018	Hao Wang Baisen Liu Ningzhong Shi Shurong Zheng
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+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein
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+	On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size	2011	Thomas J. Fisher
+	Some tests for the covariance matrix with fewer observations than the dimension under non-normality	2011	Muni S. Srivastava Tõnu Kollo Dietrich von Rosen
+ PDF Chat	Comparison between two types of large sample covariance matrices	2014	Guangming Pan
+ PDF Chat	Convergence Rate of Expected Spectral Distributions of Large Random Matrices. Part I. Wigner Matrices	1993	Zhidong Bai
+ PDF Chat	Convergence to the Semicircle Law	1988	Zhidong Bai Yanqing Yin
+	Some optimal multivariate tests	1971	S. John
+ PDF Chat	A note on testing the covariance matrix for large dimension	2005	Mélanie Birke Holger Dette