Logarithmic law of large random correlation matrices

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Logarithmic law of large random correlation matrices

25 March 2021

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Papers citing "Logarithmic law of large random correlation matrices"

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Title
Likelihood ratio tests under model misspecification in high dimensions Nina Dórnemann 55 10 0 10 Mar 2022
Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices Johannes Heiny T. Mikosch 51 21 0 30 Jan 2020
Testing for Independence of Large Dimensional Vectors Taras Bodnar Holger Dette Nestor Parolya 51 36 0 13 Aug 2017
Central Limit Theorems for Classical Likelihood Ratio Tests for High-Dimensional Normal Distributions Tiefeng Jiang Fan Yang 130 134 0 02 Jun 2013
Limiting Laws of Coherence of Random Matrices with Applications to Testing Covariance Structure and Construction of Compressed Sensing Matrices Tony Cai Tiefeng Jiang 102 198 0 14 Feb 2011