CLT for eigenvalue statistics of large-dimensional general Fisher matrices with applications (Q520693)
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scientific article; zbMATH DE number 6701622
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| English | CLT for eigenvalue statistics of large-dimensional general Fisher matrices with applications |
scientific article; zbMATH DE number 6701622 |
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CLT for eigenvalue statistics of large-dimensional general Fisher matrices with applications (English)
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5 April 2017
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central limit theorem
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equality of covariance matrices
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large-dimensional covariance matrices
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large-dimensional Fisher matrix
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linear spectral statistics
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0.8472153544425964
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0.8426918387413025
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0.820659875869751
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0.8181433081626892
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0.8139554262161255
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