CLT for linear spectral statistics of a rescaled sample precision matrix (Q3459154): Difference between revisions

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+Jian-feng Yao
@@ Property / author: Jian-feng Yao / rank @@
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+MaRDI publication profile
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@@ Property / cites work @@
+On the singular spectrum of powers and products of 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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+CLT for linear spectral statistics of large-dimensional sample covariance matrices.
+Normal rank
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+Spectral analysis of large dimensional random matrices
+Normal rank
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+On the convergence of the spectral empirical process of Wigner matrices
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+Q3774709
@@ Property / cites work: Q3774709 / rank @@
+Normal rank
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+Testing the independence of sets of large-dimensional variables
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+On fluctuations of eigenvalues of random Hermitian matrices.
+Normal rank
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+Q5421705
@@ Property / cites work: Q5421705 / rank @@
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+Some limit theorems for the eigenvalues of a sample covariance matrix
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+A new test for the proportionality of two large-dimensional covariance matrices
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+Central limit theorem for linear eigenvalue statistics of the Wigner and the sample covariance random matrices
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+Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
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+Second order freeness and fluctuations of random matrices. II: Unitary random matrices
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+Second order freeness and fluctuations of random matrices. I: Gaussian and Wishart matrices and cyclic Fock spaces
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+Central limit theorem for signal-to-interference ratio of reduced rank linear receiver
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+Random matrix theory in statistics: a review
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+Multiplication of free random variables and the \(S\)-transform: the case of vanishing mean
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@@ Property / cites work @@
+The Limiting Eigenvalue Distribution of a Multivariate <i>F</i> Matrix
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+Q3811203
@@ Property / cites work: Q3811203 / rank @@
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+Free Random Variables
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+The limiting empirical measure of multiple discriminant ratios
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@@ Property / cites work @@
+Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
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@@ Property / full work available at URL @@
+https://doi.org/10.1142/s2010326315500148
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+W2239721068
@@ Property / OpenAlex ID: W2239721068 / rank @@
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