On the eigenvectors of large-dimensional sample spatial sign covariance matrices

DOI10.1016/j.jmva.2022.105119OpenAlexW4307211187MaRDI QIDQ2101471

Ningning Xia, Yangchang Xu

Publication date: 6 December 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105119

zbMATH Keywords

random matrixcentral limit theoremseigenvectors and eigenvaluesHaar distributionspatial sign covariance matrix

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

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