Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing (Q2343955)

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Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
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    Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing (English)
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    11 May 2015
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    CLT for linear spectral statistics
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    unbiased sample covariance matrix
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    substitution principle
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    testing on high-dimensional covariance matrix
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    high-dimensional sample covariance matrix
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    large Fisher matrix
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    high-dimensional data
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