On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence

28 September 2021

Zeng Li

Papers citing "On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence"

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Title
Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models D. Morales-Jiménez Iain M. Johnstone M. Mckay Jeha Yang 61 29 0 24 Oct 2018
Spectral statistics of large dimensional Spearman's rank correlation matrix and its application Z. Bao Liang-Ching Lin G. Pan Wang Zhou 63 27 0 18 Dec 2013