Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices

DOI10.1214/11-AIHP414zbMath1251.15039OpenAlexW2018628402MaRDI QIDQ424702

Shurong Zheng

Publication date: 4 June 2012

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aihp/1334148207

zbMATH Keywords

central limit theoremcovariance matricesFisher matrixlinear spectral statisticsbeta matrix

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Analysis of variance and covariance (ANOVA) (62J10)

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