Bootstrapping spectral statistics in high dimensions

DOI10.1093/biomet/asz040zbMath1435.62347arXiv1709.08251OpenAlexW2972433340WikidataQ127540854 ScholiaQ127540854MaRDI QIDQ5212906

Miles E. Lopes, Alexander Aue, Andrew Blandino

Publication date: 30 January 2020

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.08251

zbMATH Keywords

bootstrap methodcentral limit theoremspectrum estimationMarčenko-Pastur lawlinear spectral statisticnonlinear spectral statistic

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15)

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