CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data (Q2122833): Difference between revisions

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+Shurong Zheng
@@ Property / author: Shurong Zheng / rank @@
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+Zhi-Dong Bai
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@@ Property / author @@
+Jian-feng Yao
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+Hong-Tu Zhu
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+.03749
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+A Sparse Reduced Rank Framework for Group Analysis of Functional Neuroimaging Data
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+No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
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+CLT for linear spectral statistics of large-dimensional sample covariance matrices.
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+Spectral analysis of large dimensional random matrices
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+Corrections to LRT on large-dimensional covariance matrix by RMT
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+Testing linear hypotheses in high-dimensional regressions
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+Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes
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+Distribution function inequalities for martingales
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+Efficient computation of limit spectra of sample covariance matrices
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+Testing the independence of sets of large-dimensional variables
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+Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA
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+Limiting spectral distribution of a symmetrized auto-cross covariance matrix
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+Q5421705
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+Some limit theorems for the eigenvalues of a sample covariance matrix
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+Local expectations of the population spectral distribution of a high-dimensional covariance matrix
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+Joint Central Limit Theorem for Eigenvalue Statistics from Several Dependent Large Dimensional Sample Covariance Matrices with Application
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+A new test for the proportionality of two large-dimensional covariance matrices
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+Comparison between two types of large sample covariance matrices
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+Q4651414
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+Functional CLT of eigenvectors for large sample covariance matrices
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+A note on a Marčenko-Pastur type theorem for time series
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+Large Sample Covariance Matrices and High-Dimensional Data Analysis
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+Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
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+CLT for eigenvalue statistics of large-dimensional general Fisher matrices with applications
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+Hypothesis testing on linear structures of high-dimensional covariance matrix
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