High Dimensional Correlation Matrices: The Central Limit Theorem and Its Applications (Q5743238)
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scientific article; zbMATH DE number 7052786
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High Dimensional Correlation Matrices: The Central Limit Theorem and Its Applications |
scientific article; zbMATH DE number 7052786 |
Statements
High Dimensional Correlation Matrices: The Central Limit Theorem and Its Applications (English)
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9 May 2019
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central limit theorem
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equivalence test
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high dimensional correlation matrix
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independence test
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linear spectral statistics
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