CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data

Shurong Zheng, Zhidong Bai, Jianfeng Yao, Hongtu Zhu

Type: Preprint

Publication Date: 2017-01-01

Citations: 3

DOI: https://doi.org/10.48550/arxiv.1708.03749

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+	High Dimensional Statistical Inference and Random Matrices	2006	Iain M. Johnstone
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+	On limiting spectral distribution of large sample covariance matrices by VARMA(p,q)	2011	Cheng Wang Baisuo Jin Miao Bai-qi
+	Some limit theorems for the eigenvalues of a sample covariance matrix	1982	Dag Jonsson
+ PDF Chat	CLT for linear spectral statistics of large-dimensional sample covariance matrices	2004	Zhidong Bai Jack W. Silverstein
+	Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices	1995	Jack W. Silverstein
+ PDF Chat	No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices	1998	Zhidong Bai Jack W. Silverstein
+ PDF Chat	Testing linear hypotheses in high-dimensional regressions	2013	Zhidong Bai Dandan Jiang Jianfeng Yao Shurong Zheng
+	Testing the independence of sets of large-dimensional variables	2012	Dandan Jiang Zhidong Bai Shurong Zheng