Spectral statistics of sample block correlation matrices

DOI10.1214/24-aos2375MaRDI QIDQ6656603

Jiang Hu, Xiaocong Xu, Xiaozhuo Zhang, Zhigang Bao

Publication date: 3 January 2025

Published in: The Annals of Statistics (Search for Journal in Brave)

zbMATH Keywords

free probability theorycentral limit theoremspectral statisticssample block correlation matricesgroup independence test

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Probability distributions: general theory (60E05)

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