Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices

Yanqing Yin, Shurong Zheng, Tingting Zou

Type: Article

Publication Date: 2023-02-20

Citations: 2

DOI: https://doi.org/10.3150/22-bej1487

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Works Cited by This (19)

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+	A robust test for sphericity of high-dimensional covariance matrices	2015	Xintao Tian Yuting Lu Weiming Li
+ PDF Chat	On the distribution of the largest eigenvalue in principal components analysis	2001	Iain M. Johnstone
+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein
+	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	The Strong Limits of Random Matrix Spectra for Sample Matrices of Independent Elements	1978	Kenneth W. Wachter
+	Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing	2015	Shurong Zheng Zhidong Bai Jianfeng Yao
+	Testing for complete independence in high dimensions	2005	James R. Schott
+	DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES	1967	V A Marčenko L. А. Pastur