Pages that link to "Item:Q5743238"
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The following pages link to High Dimensional Correlation Matrices: The Central Limit Theorem and Its Applications (Q5743238):
Displaying 33 items.
- Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications (Q820817) (← links)
- A supplement on CLT for LSS under a large dimensional generalized spiked covariance model (Q1642248) (← links)
- High-dimensional covariance matrices in elliptical distributions with application to spherical test (Q1731770) (← links)
- High-dimensional consistent independence testing with maxima of rank correlations (Q1996766) (← links)
- On eigenvalues of a high-dimensional spatial-sign covariance matrix (Q2073230) (← links)
- Large sample correlation matrices: a comparison theorem and its applications (Q2082651) (← links)
- Likelihood ratio tests under model misspecification in high dimensions (Q2101476) (← links)
- High-dimensional correlation matrix estimation for general continuous data with Bagging technique (Q2102349) (← links)
- Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices (Q2108908) (← links)
- Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations (Q2112809) (← links)
- Spectral statistics of high dimensional sample covariance matrix with unbounded population spectral norm (Q2137038) (← links)
- Tracy-Widom limit for Kendall's tau (Q2284382) (← links)
- Test for high-dimensional correlation matrices (Q2328063) (← links)
- Determinant of sample correlation matrix with application (Q2415503) (← links)
- Testing high-dimensional covariance matrices under the elliptical distribution and beyond (Q2658752) (← links)
- Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices (Q2692519) (← links)
- Most powerful test against a sequence of high dimensional local alternatives (Q2697980) (← links)
- Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models (Q5004034) (← links)
- Spectral Properties of Rescaled Sample Correlation Matrix (Q5041343) (← links)
- A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models* (Q5095204) (← links)
- Estimating Number of Factors by Adjusted Eigenvalues Thresholding (Q5885109) (← links)
- High-dimensional regimes of non-stationary Gaussian correlated Wishart matrices (Q6063732) (← links)
- On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence (Q6084694) (← links)
- A test for the identity of a high-dimensional correlation matrix based on the \(\ell_4\)-norm (Q6101694) (← links)
- Time-varying minimum variance portfolio (Q6150513) (← links)
- Logarithmic law of large random correlation matrices (Q6178564) (← links)
- A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes (Q6183780) (← links)
- Distance correlation test for high-dimensional independence (Q6589588) (← links)
- Log determinant of large correlation matrices under infinite fourth moment (Q6596226) (← links)
- Sampling without replacement from a high-dimensional finite population (Q6635731) (← links)
- Spectrum of high-dimensional sample covariance and related matrices: a selective review (Q6645567) (← links)
- Spectral statistics of sample block correlation matrices (Q6656603) (← links)
- Large sample correlation matrices with unbounded spectrum (Q6656667) (← links)
