On Cramér-von Mises statistic for the spectral distribution of random matrices

DOI10.1214/22-AAP1788MaRDI QIDQ2108891zbMATH OpenFDO

Authors Zhigang Bao, Yukun He

Publication date 20 December 2022

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1911.04151

zbMATH Keywords

random matricesempirical spectral distributiongoodness-of-fit statisticCramér-von Mises statistic

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Random matrices (probabilistic aspects) (60B20)

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Cited in

(4)

• Eigenvalues of random matrices from compact classical groups in Wasserstein metric
• On Cram\'{e}r-von Mises statistic for the spectral distribution of random matrices
• Sobre el Estadístico de Cramér–Von Mises
• On the spectral form factor for random matrices

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