CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size

1 June 2015

Papers citing "CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size"

3 / 3 papers shown

Title
Convergence of the largest eigenvalue of normalized sample covariance matrices when p and n both tend to infinity with their ratio converging to zero B. Chen G. Pan 53 33 0 23 Nov 2012
Corrections to LRT on Large Dimensional Covariance Matrix by RMT Z. Bai Dandan Jiang J. Yao Shu-rong Zheng 82 248 0 03 Feb 2009
Central limit theorem for Hotelling's $T^2$ statistic under large dimension G. Pan W. Zhou 171 36 0 01 Feb 2008