Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when \(p/n \to \infty\) and applications (Q6136598)
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scientific article; zbMATH DE number 7732754
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| English | Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when \(p/n \to \infty\) and applications |
scientific article; zbMATH DE number 7732754 |
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Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when \(p/n \to \infty\) and applications (English)
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31 August 2023
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asymptotic normality
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linear spectral statistics
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general sample covariance matrix
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ultra-dimension
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matrix white noise
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separable covariance
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