Global and local CLTs for linear spectral statistics of general sample
covariance matrices when the dimension is much larger than the sample size
with applications

v1v2 (latest)

Global and local CLTs for linear spectral statistics of general sample covariance matrices when the dimension is much larger than the sample size with applications

16 August 2023

ArXiv (abs)PDF HTML

Papers citing "Global and local CLTs for linear spectral statistics of general sample covariance matrices when the dimension is much larger than the sample size with applications"

7 / 7 papers shown

Title
$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 Jiaxin Qiu Zeng Li Jianfeng Yao 53 9 0 14 Sep 2021
Statistical inference for principal components of spiked covariance matrices Z. Bao Xiucai Ding Jingming Wang Ke Wang 70 50 0 27 Aug 2020
Spiked separable covariance matrices and principal components Xiucai Ding Fan Yang 63 57 0 29 May 2019
Singular vector and singular subspace distribution for the matrix denoising model Z. Bao Xiucai Ding Ke Wang 77 51 0 27 Sep 2018
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 123 134 0 02 Jun 2013
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