CLT for LSS of sample covariance matrices with unbounded dispersions

Type: Preprint

Publication Date: 2021-01-01

Citations: 0

DOI: https://doi.org/10.48550/arxiv.2106.10135

Locations

  • arXiv (Cornell University) - View
  • DataCite API - View

Similar Works

Action Title Year Authors
+ A CLT for the LSS of large dimensional sample covariance matrices with unbounded dispersions 2022 Zhijun Liu
Hu Jiang
Zhidong Bai
Haiyan Song
+ Spectral statistics of high dimensional sample covariance matrix with unbounded population spectral norm 2021 Yanqing Yin
+ PDF Chat Spectral statistics of high dimensional sample covariance matrix with unbounded population spectral norm 2022 Yanqing Yin
+ PDF Chat CLT for Generalized Linear Spectral Statistics of High-dimensional Sample Covariance Matrices and Applications 2024 Yanlin Hu
Qing Yang
Xiao Han
+ A CLT for the LSS of large dimensional sample covariance matrices with diverging spikes 2022 Zhijun Liu
Jiang Hu
Zhidong Bai
Haiyan Song
+ PDF Chat A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes 2023 Zhijun Liu
Jiang Hu
Zhidong Bai
Haiyan Song
+ A note on the CLT of the LSS for sample covariance matrix from a spiked population model 2013 Qinwen Wang
Jack W. Silverstein
Jianfeng Yao
+ A note on the CLT of the LSS for sample covariance matrix from a spiked population model 2014 Qinwen Wang
Jack W. Silverstein
Jianfeng Yao
+ Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices 2023 Yanqing Yin
Shurong Zheng
Tingting Zou
+ Limiting laws and consistent estimation criteria for fixed and diverging number of spiked eigenvalues 2020 Jianwei Hu
Jingfei Zhang
Ji Zhu
Jianhua Guo
+ A CLT for the difference of eigenvalue statistics of sample covariance matrices 2023 Nina Dörnemann
Holger Dette
+ Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices 2020 Zhixiang Zhang
Shurong Zheng
Guangming Pan
Ping‐Shou Zhong
+ PDF Chat Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model 2020 Zeng Li
Fang Han
Jianfeng Yao
+ Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model 2019 Zeng Li
Fang Han
Jianfeng Yao
+ CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size 2015 Bin-Bin Chen
Guangming Pan
+ PDF Chat Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices 2022 Zhixiang Zhang
Shurong Zheng
Guangming Pan
Ping‐Shou Zhong
+ CLT for spiked eigenvalues of a sample covariance matrix from high-dimensional Gaussian mean mixtures 2022 Weiming Li
Junpeng Zhu
+ A Note on Central Limit Theorems for Linear Spectral Statistics of Large Dimensional F-matrix 2013 Shurong Zheng
Zhidong Bai
+ Liberating dimension and spectral norm: A universal approach to spectral properties of sample covariance matrices 2024 Yanqing Yin
+ Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing 2014 Shurong Zheng
Zhidong Bai
Jiangfeng Yao

Works That Cite This (0)

Action Title Year Authors