Spectral statistics of large dimensional Spearman's rank correlation matrix and its application

18 December 2013

Papers citing "Spectral statistics of large dimensional Spearman's rank correlation matrix and its application"

4 / 4 papers shown

Title
Central Limit Theorems for Classical Likelihood Ratio Tests for High-Dimensional Normal Distributions Tiefeng Jiang Fan Yang 108 133 0 02 Jun 2013
Edge universality of correlation matrices Natesh S. Pillai J. Yin 58 49 0 11 Dec 2011
Tracy-Widom law for the extreme eigenvalues of sample correlation matrices Z. Bao G. Pan Wang Zhou 46 53 0 24 Oct 2011
Asymptotic Inference of Autocovariances of Stationary Processes Han Xiao Wei Biao Wu 83 17 0 17 May 2011