Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices

DOI10.1214/22-AOS2183arXiv2009.11010WikidataQ114060455 ScholiaQ114060455MaRDI QIDQ6349691

Shurong Zheng, Ping-Shou Zhong, Zhixiang Zhang, Guangming Pan

Publication date: 23 September 2020

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20)

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