CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions

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Cites work

scientific article; zbMATH DE number 48335 (Why is no real title available?)
scientific article; zbMATH DE number 1964693 (Why is no real title available?)
scientific article; zbMATH DE number 765034 (Why is no real title available?)
scientific article; zbMATH DE number 3244317 (Why is no real title available?)
scientific article; zbMATH DE number 3274494 (Why is no real title available?)
scientific article; zbMATH DE number 3354336 (Why is no real title available?)
A local moment estimator of the spectrum of a large dimensional covariance matrix
A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models
CLT for linear spectral statistics of large-dimensional sample covariance matrices.
Central Limit Theorem for Mutual Information of Large MIMO Systems With Elliptically Correlated Channels
Central limit theorem for signal-to-interference ratio of reduced rank linear receiver
Corrections to LRT on large-dimensional covariance matrix by RMT
Distribution function inequalities for martingales
Elliptically contoured models in statistics and portfolio theory
High-dimensional covariance matrices in elliptical distributions with application to spherical test
Multivariate sign-based high-dimensional tests for sphericity
ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH‐DIMENSIONAL SAMPLE COVARIANCE MATRIX
On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture
On eigenvalues of a high-dimensional spatial-sign covariance matrix
On the empirical distribution of eigenvalues of a class of large dimensional random matrices
On the sphericity test with large-dimensional observations
Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing

Cited in

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CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data
CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size
High-dimensional covariance matrices in elliptical distributions with application to spherical test
Joint central limit theorem for eigenvalue statistics from several dependent large dimensional sample covariance matrices with application
Separable sample covariance matrices under elliptical populations with applications
CLT for linear spectral statistics of a rescaled sample precision matrix
Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
Applications on linear spectral statistics of high-dimensional sample covariance matrix with divergent spectrum
A bootstrap method for spectral statistics in high-dimensional elliptical models
Functional CLT for sample covariance matrices

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