Spectral statistics of high dimensional sample covariance matrix with unbounded population spectral norm (Q2137038): Difference between revisions

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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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+Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model
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+Q4836494
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+High Dimensional Correlation Matrices: The Central Limit Theorem and Its Applications
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+High-dimensional covariance matrices in elliptical distributions with application to spherical test
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+On the distribution of the largest eigenvalue in principal components analysis
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+Some limit theorems for the eigenvalues of a sample covariance matrix
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+Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
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+Central limit theorem for signal-to-interference ratio of reduced rank linear receiver
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+Testing for complete independence in high dimensions
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+Independence test for high dimensional data based on regularized canonical correlation coefficients
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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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