Linear spectral statistics of eigenvectors of anisotropic sample covariance matrices

DOI10.1214/23-aihp1408MaRDI QIDQ6663955

Fan Yang

Publication date: 15 January 2025

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

zbMATH Keywords

functional central limit theoremMarčenko-Pastur distributionlinear spectral statisticssample covariance matriceseigenvector empirical spectral distribution

Mathematics Subject Classification ID

Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Functional limit theorems; invariance principles (60F17)

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