Linear spectral statistics of eigenvectors of anisotropic sample covariance matrices (Q6663955)

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scientific article; zbMATH DE number 7967662
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Linear spectral statistics of eigenvectors of anisotropic sample covariance matrices
scientific article; zbMATH DE number 7967662

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    Linear spectral statistics of eigenvectors of anisotropic sample covariance matrices (English)
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    15 January 2025
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    sample covariance matrices
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    eigenvector empirical spectral distribution
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    linear spectral statistics
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    functional central limit theorem
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    Marčenko-Pastur distribution
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