Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices (Q2091835)
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scientific article; zbMATH DE number 7610768
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices |
scientific article; zbMATH DE number 7610768 |
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Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices (English)
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2 November 2022
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central limit theorem
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leading spiked eigenvalues
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linear spectral statistics
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sample covariance matrix
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