Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications (Q820817): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1912.06357 / rank | |||
Normal rank |
Latest revision as of 17:52, 18 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications |
scientific article |
Statements
Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications (English)
0 references
28 September 2021
0 references
central limit theorem
0 references
high dimensional independent test
0 references
Kendall's rank correlation matrices
0 references
linear spectral statistics
0 references
random matrix theory
0 references