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CLT for large dimensional general Fisher matrices and its applications in high-dimensional data analysis - MaRDI portal

CLT for large dimensional general Fisher matrices and its applications in high-dimensional data analysis

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Publication:6251348

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arXiv1405.1826MaRDI QIDQ6251348

Shurong Zheng, Jian-feng Yao, Zhi-Dong Bai

Publication date: 8 May 2014

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05)

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