scientific article; zbMATH DE number 3379997
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Publication:5649830
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(16)- Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
- Some limit theorems for the eigenvalues of a sample covariance matrix
- A new test for sphericity of the covariance matrix for high dimensional data
- Universality in the fluctuation of eigenvalues of random circulant matrices
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Asymptotic normality for traces of polynomials in independent complex Wishart matrices
- Fluctuations of linear eigenvalue statistics of reverse circulant and symmetric circulant matrices with independent entries
- Testing independence via spectral moments
- scientific article; zbMATH DE number 6949937 (Why is no real title available?)
- High-dimensional CLTs for individual Mahalanobis distances
- Linear eigenvalue statistics of random matrices with a variance profile
- Moderate deviations for linear eigenvalue statistics of -ensembles
- Time dependent fluctuations of linear eigenvalue statistics of some patterned matrices
- Linear eigenvalue statistics of XX′ matrices
- On the CLT for Linear Eigenvalue Statistics of a Tensor Model of Sample Covariance Matrices
- Entangled states are typically incomparable
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