Pages that link to "Item:Q2122833"
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The following pages link to CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data (Q2122833):
Displaying 10 items.
- Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications (Q826962) (← links)
- CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series (Q1800798) (← links)
- CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions (Q2146455) (← links)
- On the spectral density of large sample covariance matrices with Markov dependent columns (Q2923172) (← links)
- Joint Central Limit Theorem for Eigenvalue Statistics from Several Dependent Large Dimensional Sample Covariance Matrices with Application (Q4685449) (← links)
- Some strong convergence theorems for eigenvalues of general sample covariance matrices (Q5092963) (← links)
- High Dimensional Correlation Matrices: The Central Limit Theorem and Its Applications (Q5743238) (← links)
- Extreme eigenvalues of principal minors of random matrices with moment conditions (Q6080793) (← links)
- A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes (Q6183780) (← links)
- Linear spectral statistics of sequential sample covariance matrices (Q6596222) (← links)
