CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions (Q2146455)
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scientific article; zbMATH DE number 7542997
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| English | CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions |
scientific article; zbMATH DE number 7542997 |
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CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions (English)
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16 June 2022
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confidence interval
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covariance matrix
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elliptical distribution
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Gaussian scale mixture
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high-dimensional data
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0.8723216652870178
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0.8447238206863403
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0.8317298889160156
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0.8283266425132751
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0.8152029514312744
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