High-dimensional covariance matrices in elliptical distributions with application to spherical test (Q1731770)

During the last decades one may observe the fast and impressive development of large-scale statistical inference which relies on spectral statistics of certain random matrices in high-dimensional frameworks with various applications including machine learning. The main contribution of this paper is the central limit theorem for the linear spectral statistics for a class of elliptical populations. Results develop further the systematic results of \textit{Z. D. Bai} and \textit{J. W. Silverstein} [Ann. Probab. 32, No. 1A, 553--605 (2004; Zbl 1063.60022)], readers may also refer to their book [Spectral analysis of large dimensional random matrices. 2nd ed. Dordrecht: Springer (2010; Zbl 1301.60002)]. The illustrative example on the weekly returns analysis of the stocks from S\P 500 is included.