Partial generalized four moment theorem revisited

DOI10.3150/20-BEJ1310zbMath1472.60010OpenAlexW3195698358MaRDI QIDQ1983608

Zhi-Dong Bai, Dandan Jiang

Publication date: 10 September 2021

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/20-bej1310

zbMATH Keywords

central limit theoremrandom matrix theoryspiked modelhigh-dimensional covariance matrixpartial generalized four moment theorem

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Central limit and other weak theorems (60F05) Measures of association (correlation, canonical correlation, etc.) (62H20) Random matrices (probabilistic aspects) (60B20)

Related Items

RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices, A Universal Test on Spikes in a High-Dimensional Generalized Spiked Model and Its Applications, Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices

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