Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices

DOI10.3150/22-BEJ1487OpenAlexW4321381471WikidataQ122305102 ScholiaQ122305102MaRDI QIDQ2692519

Yanqing Yin, Tingting Zou, Shurong Zheng

Publication date: 22 March 2023

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/bernoulli/volume-29/issue-2/Central-limit-theorem-of-linear-spectral-statistics-of-high-dimensional/10.3150/22-BEJ1487.full

zbMATH Keywords

central limit theoremrandom matrix theorysample correlation matrixhigh-dimensionalelliptical distributionindependent component structure

Mathematics Subject Classification ID

Multivariate analysis (62Hxx) Limit theorems in probability theory (60Fxx) Special matrices (15Bxx)

Cites Work

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