CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size (Q2348737)
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| Language | Label | Description | Also known as |
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| English | CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size |
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CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size (English)
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15 June 2015
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linear spectral statistics
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central limit theorem
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population covariance matrix
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