Spectral Properties of Rescaled Sample Correlation Matrix

DOI10.5705/ss.202020.0262OpenAlexW4200253555WikidataQ114013832 ScholiaQ114013832MaRDI QIDQ5041343

Shurong Zheng, Yanqing Yin, Changcheng Li, Guo-Liang Tian

Publication date: 13 October 2022

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202020.0262

zbMATH Keywords

central limit theoremrandom matrix theorylimiting spectral distributionrescaled sample correlation matrix

Mathematics Subject Classification ID

Statistics (62-XX)

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