Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices (Q2214247)
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scientific article; zbMATH DE number 7282851
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| English | Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices |
scientific article; zbMATH DE number 7282851 |
Statements
Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices (English)
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7 December 2020
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central limit theorem (CLT)
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generalized four moment theorem
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high-dimensional covariance matrix
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random matrix theory
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spiked model
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0.8422841429710388
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0.8033611178398132
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0.7924559116363525
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0.7906864285469055
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0.776814877986908
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