Central Limit Theorem for Linear Eigenvalue Statistics for a Tensor Product Version of Sample Covariance Matrices

Anna Lytova

Type: Article

Publication Date: 2017-01-31

Citations: 30

DOI: https://doi.org/10.1007/s10959-017-0741-9

View Publication

Locations

Journal of Theoretical Probability - View

Similar Works

Action	Title	Year	Authors
+	On the CLT for Linear Eigenvalue Statistics of a Tensor Model of Sample Covariance Matrices	2023	Alicja Dembczak-Kołodziejczyk Anna Lytova
+	Central limit theorem for linear eigenvalue statistics of the Wigner and the sample covariance random matrices	2008	Anna Lytova L. А. Pastur
+ PDF Chat	The central limit theorem for linear eigenvalue statistics of the sum of independent random matrices of rank one	2014	Olivier Guédon Anna Lytova Alain Pajor L. А. Pastur
+	Limit Theorems for the Eigenvalues of Empirical Covariance Matrices	1995	Vyacheslav L. Girko
+	Limiting spectral distribution for a type of sample covariance matrices	2013	Junshan Xie
+	Asymptotics of eigenvalue-normed eigenvectors of sample variance and correlation matrices	1996	Tõnu Kollo Heinz Neudecker
+ PDF Chat	On asymptotic expansion and CLT of linear eigenvalue statistics for sample covariance matrices when $N/M\rightarrow0$	2014	Zhigang Bao Zhigang Bao
+	Linear spectral statistics of eigenvectors of anisotropic sample covariance matrices	2024	Fan Yang
+	Central Limit Theorem for Testing the Equality of Covariance Matrices	2014	Ap Roject
+	Central limit theorem for linear eigenvalue statistics of ranfom matrices with independent entries.	2009	Anna Lytova L. А. Pastur
+	Central limit theorem for linear spectral statistics of large dimensional quaternion sample covariance matrices	2018	Yanqing Yin
+	Extreme eigenvalues of sample covariance and correlation matrices	2017	Johannes Heiny
+	Limiting spectral distribution of normalized sample covariance matrices with	2012	Junshan Xie
+	Canonical spectral equation for empirical covariance matrices	1995	Vyacheslav L. Girko
+	Singular vector distribution of covariance matrices	2016	Xiucai Ding
+	Spectrum of High-Dimensional Sample Covariance and Related Matrices: A Selective Review	2024	Monika Bhattacharjee Arup Bose
+	Functional CLT of eigenvectors for large sample covariance matrices	2013	Ningning Xia Zhidong Bai
+	A Note on Central Limit Theorems for Linear Spectral Statistics of Large Dimensional F-matrix	2013	Shurong Zheng Zhidong Bai
+	A CLT for the difference of eigenvalue statistics of sample covariance matrices	2023	Nina Dörnemann Holger Dette
+	RECENT DEVELOPMENT OF EIGENVALUES AND EIGENVECTORS FOR COVARIANCE MATRIX	2012	Takakazu Sugiyama Shin-ichi Tsukada Yuichi Takeda Hidetoshi Murakami

Works That Cite This (26)

Action	Title	Year	Authors
+	Computational Information Geometry For Binary&nbsp;Classification of High-Dimensional&nbsp;Random Tensors	2018	Gia-Thuy Pham Rémy Boyer Frank Nielsen
+	On spectral distribution of sample covariance matrices from large dimensional and large $k$-fold tensor products	2021	Benoı̂t Collins Jianfeng Yao Wangjun Yuan
+	Limiting Distributions of Largest Entries of Sample Co-variance Matrices from 1-Dependent Normal Populations	2024	Haibin Zhang Yong Zhang Yansong Bai
+ PDF Chat	On spectral distribution of sample covariance matrices from large dimensional and large k-fold tensor products	2022	C. Benoît Jianfeng Yao Wangjun Yuan
+ PDF Chat	Marchenko-Pastur law for a random tensor model	2023	Pavel Yaskov
+ PDF Chat	Limiting Spectral Distribution for Large Sample Covariance Matrices with Graph-Dependent Elements	2022	Pavel Yaskov
+	On the CLT for Linear Eigenvalue Statistics of a Tensor Model of Sample Covariance Matrices	2023	Alicja Dembczak-Kołodziejczyk Anna Lytova
+ PDF Chat	Computational Information Geometry for Binary Classification of High-Dimensional Random Tensors	2018	Gia-Thuy Pham Rémy Boyer Frank Nielsen
+	Strong limit theorem for largest entry of large-dimensional random tensor	2023	X.T. Ding
+ PDF Chat	Limiting Behavior of Largest Entry of Random Tensor Constructed by High-Dimensional Data	2019	Tiefeng Jiang Junshan Xie

Works Cited by This (25)

Action	Title	Year	Authors
+	The universality principle for spectral distributions of sample covariance matrices	2014	Pavel Yaskov
+ PDF Chat	Bounds on the Moments of Martingales	1968	S. W. Dharmadhikari Václav Fabian Kumar Jogdeo
+ PDF Chat	Limiting laws of linear eigenvalue statistics for Hermitian matrix models	2006	L. А. Pastur
+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein
+	Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices	2011	Mariya Shcherbina
+	Real and Complex Analysis.	1987	G. A. Garreau Walter Rudin
+	Gaussian fluctuations for linear spectral statistics of large random covariance matrices	2016	Jamal Najım Jianfeng Yao
+ PDF Chat	CLT for linear spectral statistics of large-dimensional sample covariance matrices	2004	Zhidong Bai Jack W. Silverstein
+	Limit Theorems for Two Classes of Random Matrices with Dependent Entries	2015	Friedrich Götze Alexey Naumov А. Н. Тихомиров
+ PDF Chat	Central limit theorem for linear eigenvalue statistics of random matrices with independent entries	2009	Anna Lytova L. А. Pastur