On Cramér-von Mises statistic for the spectral distribution of random matrices

Publication date: 20 December 2022

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.04151

zbMATH Keywords

random matrices Cramér-von Mises statistic empirical spectral distribution goodness-of-fit statistic

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Random matrices (probabilistic aspects) (60B20)

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