Central limit theorems for linear spectral statistics of large dimensional F-matrices
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- A CLT for a band matrix model
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Cited in
(51)- Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications
- Asymptotics of special functions and the central limit theorem on the space \({\mathcal P}_ n\) of positive \(n\times n\) matrices
- Testing linear hypotheses in high-dimensional regressions
- Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions
- Testing for independence of large dimensional vectors
- Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT
- A new test for the proportionality of two large-dimensional covariance matrices
- Testing proportionality of two large-dimensional covariance matrices
- Random matrix-improved estimation of covariance matrix distances
- CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size
- Detecting Changes in Covariance via Random Matrix Theory
- Testing the independence of sets of large-dimensional variables
- Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models
- Linear spectral statistics of sequential sample covariance matrices
- Hypothesis testing on linear structures of high-dimensional covariance matrix
- Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application
- On testing for high-dimensional white noise
- Beyond universality in random matrix theory
- The Tracy-Widom law for the largest eigenvalue of F type matrices
- A supplement on CLT for LSS under a large dimensional generalized spiked covariance model
- Testing independence among a large number of high-dimensional random vectors
- Random matrix theory in statistics: a review
- Likelihood-based tests on moderate-high-dimensional mean vectors with unequal covariance matrices
- CLT for linear spectral statistics of large-dimensional sample covariance matrices.
- A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes
- Tests for large-dimensional covariance structure based on Rao's score test
- Central limit theorem for linear eigenvalue statistics of elliptic random matrices
- On the sphericity test with large-dimensional observations
- Spiked eigenvalues of noncentral Fisher matrix with applications
- Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
- Convergence of the empirical spectral distribution function of beta matrices
- High-dimensional linear models: a random matrix perspective
- scientific article; zbMATH DE number 4034855 (Why is no real title available?)
- Limiting spectral distribution of high-dimensional noncentral Fisher matrices and its analysis
- High-dimensional general linear hypothesis tests via non-linear spectral shrinkage
- Limiting spectral distribution of a symmetrized auto-cross covariance matrix
- Statistical inference on kurtosis of independent component model
- High-dimensional testing for proportional covariance matrices
- Linear spectral statistics of eigenvectors of anisotropic sample covariance matrices
- Likelihood ratio test in multivariate linear regression: from low to high dimension
- CLT for linear spectral statistics of a rescaled sample precision matrix
- scientific article; zbMATH DE number 3923762 (Why is no real title available?)
- Modified Pillai's trace statistics for two high-dimensional sample covariance matrices
- Exact test theory in Gaussian graphical models
- Sphericity and identity test for high-dimensional covariance matrix using random matrix theory
- Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model
- Independence test for high dimensional data based on regularized canonical correlation coefficients
- CLT for eigenvalue statistics of large-dimensional general Fisher matrices with applications
- Tests for high-dimensional covariance matrices
- The Central Limit Theorem for Linear Eigenvalue Statistics of the Sum of Independent Matrices of Rank One
- Asymptotic linear spectral statistics for spiked Hermitian random matrices
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