Applications on linear spectral statistics of high-dimensional sample covariance matrix with divergent spectrum

DOI10.1016/J.CSDA.2022.107617OpenAlexW4296605717MaRDI QIDQ2101405

Yanyan Li

Publication date: 6 December 2022

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2022.107617

zbMATH Keywords

random matrix theoryspiked population modelpopulation spectral distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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