Pages that link to "Item:Q4685449"

The following pages link to Joint Central Limit Theorem for Eigenvalue Statistics from Several Dependent Large Dimensional Sample Covariance Matrices with Application (Q4685449):

Displaying 7 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 large dimensional sample covariance matrices with dependent data (Q2122833) (← links)
• Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application (Q2181731) (← links)
• Joint CLT for several random sesquilinear forms with applications to large-dimensional spiked population models (Q2514295) (← links)
• Testing high dimensional covariance matrices via posterior Bayes factor (Q2657188) (← links)
• Some strong convergence theorems for eigenvalues of general sample covariance matrices (Q5092963) (← links)