Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications (Q820817)
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English | Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications |
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Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications (English)
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28 September 2021
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central limit theorem
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high dimensional independent test
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Kendall's rank correlation matrices
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linear spectral statistics
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random matrix theory
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