$Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when $p/n \to \infty$ and applications$

Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when $p/n \to \infty$ and applications

14 September 2021

Zeng Li

Papers citing "Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when $p/n \to \infty$ and applications"

2 / 2 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