Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications (Q826962)
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| English | Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications |
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Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications (English)
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6 January 2021
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central limit theorem
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linear spectral statistics
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separable covariance matrices
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white noise test
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0.8694599866867065
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0.8186274170875549
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0.8020282983779907
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0.7920061349868774
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