Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications (Q820817)
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scientific article; zbMATH DE number 7402016
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| English | Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications |
scientific article; zbMATH DE number 7402016 |
Statements
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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0.8330792188644409
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0.828048050403595
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0.8274748921394348
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0.8004425168037415
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0.7919413447380066
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