Spectral analysis of Gram matrices with missing at random observations: convergence, central limit theorems, and applications in statistical inference
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Publication:6608688
DOI10.1214/24-aos2392MaRDI QIDQ6608688
Yanqing Yin, Wang Zhou, Huiqin Li, Guangming Pan
Publication date: 20 September 2024
Published in: The Annals of Statistics (Search for Journal in Brave)
central limit theoremmissing observationsrandom matrix theorysample covariance matrixlimiting spectral distributionhigh-dimensionality
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