On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence

DOI10.1007/s11425-022-2031-2arXiv2109.13624MaRDI QIDQ6084694

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Publication date: 6 November 2023

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.13624

zbMATH Keywords

random matrix theorylimiting spectral distributionHoeffding decompositionKendall's rank correlation matrix

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) Central limit and other weak theorems (60F05)

Cites Work

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