Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices (Q2692519)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices |
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Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices (English)
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22 March 2023
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central limit theorem
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elliptical distribution
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high-dimensional
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independent component structure
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random matrix theory
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sample correlation matrix
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