On asymptotic expansion and CLT of linear eigenvalue statistics for sample covariance matrices when $N/M\rightarrow0$

Type: Article

Publication Date: 2014-01-01

Citations: 0

DOI: https://doi.org/10.4213/tvp4567

Locations

  • Теория вероятностей и ее применения - View - PDF
  • arXiv (Cornell University) - View - PDF

Similar Works

Action Title Year Authors
+ On Asymptotic Behavior of Multilinear Eigenvalue Statistics of Random Matrices 2008 Anna Lytova
L. А. Pastur
+ On the CLT for Linear Eigenvalue Statistics of a Tensor Model of Sample Covariance Matrices 2023 Alicja Dembczak-Kołodziejczyk
Anna Lytova
+ Asymptotic Theory of Eigenvectors for Large Random Matrices 2019 Jianqing Fan
Yingying Fan
Xiao Han
Jinchi Lv
+ On asymptotic expansion and CLT of linear eigenvalue statistics for sample covariance matrices when $N/M\rightarrow0$ 2011 Zhigang Bao
+ Asymptotics of eigenvalue-normed eigenvectors of sample variance and correlation matrices 1996 Tõnu Kollo
Heinz Neudecker
+ Central Limit Theorem for Linear Eigenvalue Statistics for a Tensor Product Version of Sample Covariance Matrices 2017 Anna Lytova
+ Limit Theorems for the Eigenvalues of Empirical Covariance Matrices 1995 Vyacheslav L. Girko
+ On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix 1989 Jack W. Silverstein
+ Eigenvalue Distributions: Asymptotics 2019 Elizabeth Meckes
+ Asymptotic behavior of spectral function of empirical covariance matrices 1994 Vyacheslav L. Girko
A. K. Gupta
+ PDF Chat On the asymptotic distributions of certain functional of eigenvalues of correlation matrices 1980 Jack C. Lee
P. Krishnalah
+ Functional CLT of eigenvectors for large sample covariance matrices 2013 Ningning Xia
Zhidong Bai
+ Largest Eigenvalue Estimation for High-Dimension, Low-Sample-Size Data and its Application (Asymptotic Statistics and Its Related Topics) 2014 Aki Ishii
Kazuyoshi Yata
Makoto Aoshima
+ Applications on linear spectral statistics of high-dimensional sample covariance matrix with divergent spectrum 2022 Yangchun Zhang
Yirui Zhou
Xiaowei Liu
+ PDF Chat On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence 2017 Djalil Chafaï
Konstantin Tikhomirov
+ On Asymptotic Expansion and Central Limit Theorem of Linear Eigenvalue Statistics for Sample Covariance Matrices when ${N/M\rightarrow0}$ 2015 Zhigang Bao
+ Asymptotic Eigenvalue Distribution of Random Matrix with Non-identical Variance Components 2011 Takashi Shinzato
+ Asymptotics of eigenvalues and eigenvectors of Toeplitz matrices 2017 Albrecht Böttcher
Manuel Bogoya
Sergei M. Grudsky
Egor A. Maximenko
+ Asymptotic theory for maximum deviations of sample covariance matrix estimates 2013 Xiao Han
Wei Biao Wu
+ Largest Eigenvalue Estimation for High-Dimension, Low-Sample-Size Data and its Application (Asymptotic Statistics and Its Related Topics : RIMS共同研究報告集) 2014 晶 石井
He Tian
誠 青嶋

Works That Cite This (0)

Action Title Year Authors