Pages that link to "Item:Q2348737"
From MaRDI portal
The following pages link to CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size (Q2348737):
Displaying 8 items.
- Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model (Q1996762) (← links)
- High-dimensional sphericity test by extended likelihood ratio (Q2051523) (← links)
- Testing high dimensional covariance matrices via posterior Bayes factor (Q2657188) (← links)
- Testing identity of high-dimensional covariance matrix (Q4960708) (← links)
- Global eigenvalue fluctuations of random biregular bipartite graphs (Q6077688) (← links)
- Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when \(p/n \to \infty\) and applications (Q6136598) (← links)
- A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes (Q6183780) (← links)
- Deformed semicircle law and concentration of nonlinear random matrices for ultra-wide neural networks (Q6590448) (← links)
