Spectral properties of high-dimensional rescaled sample correlation matrices
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Cites work
- Almost sure limit of the smallest eigenvalue of some sample correlation matrices
- Asymptotic distribution of the largest off-diagonal entry of correlation matrices
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- Edge universality of correlation matrices
- Estimating Number of Factors by Adjusted Eigenvalues Thresholding
- High dimensional correlation matrices: the central limit theorem and its applications
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- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
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- Power computation for hypothesis testing with high-dimensional covariance matrices
- Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices
- Spectral analysis of large dimensional random matrices
- Spectral Properties of Rescaled Sample Correlation Matrix
- Spectral statistics of large dimensional Spearman's rank correlation matrix and its application
- Test for high-dimensional correlation matrices
- Testing for complete independence in high dimensions
- Testing independence in high dimensions with sums of rank correlations
- The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization
- The asymptotic distributions of the largest entries of sample correlation matrices.
- The limiting distributions of eigenvalues of sample correlation matrices
- Tracy-Widom law for the extreme eigenvalues of sample correlation matrices
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