Pages that link to "Item:Q424702"
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The following pages link to Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices (Q424702):
Displayed 14 items.
- Beyond universality in random matrix theory (Q303965) (← links)
- The Tracy-Widom law for the largest eigenvalue of F type matrices (Q309724) (← links)
- Tests for large-dimensional covariance structure based on Rao's score test (Q321908) (← links)
- On the sphericity test with large-dimensional observations (Q367207) (← links)
- A new test for the proportionality of two large-dimensional covariance matrices (Q406556) (← links)
- Testing the independence of sets of large-dimensional variables (Q1935713) (← links)
- Independence test for high dimensional data based on regularized canonical correlation coefficients (Q2343952) (← links)
- Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing (Q2343955) (← links)
- Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models (Q2350056) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2454407) (← links)
- Convergence of the empirical spectral distribution function of beta matrices (Q2515509) (← links)
- Asymptotic linear spectral statistics for spiked Hermitian random matrices (Q2516098) (← links)
- Testing linear hypotheses in high-dimensional regressions (Q2863100) (← links)