CLT for linear spectral statistics of a rescaled sample precision matrix
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Cites work
- A new test for the proportionality of two large-dimensional covariance matrices
- Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
- Central limit theorem for linear eigenvalue statistics of the Wigner and the sample covariance random matrices
- Central limit theorem for signal-to-interference ratio of reduced rank linear receiver
- CLT for linear spectral statistics of large-dimensional sample covariance matrices.
- Corrections to LRT on large-dimensional covariance matrix by RMT
- Free Random Variables
- scientific article; zbMATH DE number 4034855 (Why is no real title available?)
- scientific article; zbMATH DE number 4082316 (Why is no real title available?)
- scientific article; zbMATH DE number 5204610 (Why is no real title available?)
- Multiplication of free random variables and the S-transform: the case of vanishing mean
- On fluctuations of eigenvalues of random Hermitian matrices.
- On the convergence of the spectral empirical process of Wigner matrices
- On the singular spectrum of powers and products of random matrices
- Random matrix theory in statistics: a review
- Second order freeness and fluctuations of random matrices. I: Gaussian and Wishart matrices and cyclic Fock spaces
- Second order freeness and fluctuations of random matrices. II: Unitary random matrices
- Some limit theorems for the eigenvalues of a sample covariance matrix
- Spectral analysis of large dimensional random matrices
- Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
- Testing linear hypotheses in high-dimensional regressions
- Testing the independence of sets of large-dimensional variables
- The Limiting Eigenvalue Distribution of a Multivariate F Matrix
- The limiting empirical measure of multiple discriminant ratios
Cited in
(15)- A supplement on CLT for LSS under a large dimensional generalized spiked covariance model
- CLT for linear spectral statistics of large-dimensional sample covariance matrices.
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- Testing for independence of large dimensional vectors
- Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
- CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size
- Limiting spectral distribution of high-dimensional noncentral Fisher matrices and its analysis
- Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix
- Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices
- CLT for eigenvalue statistics of large-dimensional general Fisher matrices with applications
- Testing covariance structure of large-dimensional data based on Wald's score test
- On the limit of the spectral distribution of large-dimensional random quaternion covariance matrices
- Fluctuations of the diagonal entries of a large sample precision matrix
- Functional CLT for sample covariance matrices
- Spiked eigenvalues of noncentral Fisher matrix with applications
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