Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices

Zhidong Bai, Huiqin Li, Pan Guangming

Type: Preprint

Publication Date: 2016-01-01

Citations: 2

DOI: https://doi.org/10.48550/arxiv.1611.08979

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+	Large Sample Covariance Matrices and High-Dimensional Data Analysis	2015	Jianfeng Yao Shurong Zheng Zhidong Bai
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+	Distribution of Linear Statistics of Singular Values of the Product of Random Matrices	2014	Friedrich Götze Alexey Naumov А. Н. Тихомиров
+ PDF Chat	CLT for linear spectral statistics of large-dimensional sample covariance matrices	2004	Zhidong Bai Jack W. Silverstein
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+ PDF Chat	Determining the Number of Factors from Empirical Distribution of Eigenvalues	2010	Alexei Onatski
+ PDF Chat	Limit of the Smallest Eigenvalue of a Large Dimensional Sample Covariance Matrix	1993	Zhidong Bai Yanqing Yin
+ PDF Chat	Central limit theorem for linear eigenvalue statistics of random matrices with independent entries	2009	Anna Lytova L. А. Pastur
+	On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices	1995	Jack W. Silverstein Zhidong Bai
+	Sparse Matrix Graphical Models	2012	Chenlei Leng Cheng Yong Tang