Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices
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Publication:2423201
DOI10.1007/s00362-016-0860-xzbMath1420.62235arXiv1611.06744OpenAlexW2592675696MaRDI QIDQ2423201
Publication date: 21 June 2019
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.06744
Multivariate distribution of statistics (62H10) Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20)
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Convergence of eigenvector empirical spectral distribution of sample covariance matrices, The eigenvector LSD of information plus noise matrices and its application to linear regression model
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