CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data

Author:

Zou TingtingORCID,Zheng Shurong,Bai Zhidong,Yao Jianfeng,Zhu Hongtu

Funder

National Natural Science Foundation of China

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference42 articles.

1. Ahn M, Shen H, Lin W, Zhu H (2015) A sparse reduced rank framework for group analysis of functional neuroimaging data. Stat Sin 25(1):295–312

2. Bai ZD (1999) Methodologies in spectral analysis of large dimensional random matrices, a review. Stat Sin 9(3):611–677

3. Bai ZD, Silverstein JW (1998) No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices. Ann Probab 26(1):316–345

4. Bai ZD, Silverstein JW (2004) CLT for linear spectral statistics of large-dimensional sample covariance matrices. Ann Probab 32(1):553–605

5. Bai ZD, Silverstein JW (2010) Spectral analysis of large dimensional random matrices. Science Press, Beijing

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Linear spectral statistics of sequential sample covariance matrices;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2024-05-01

2. Extreme eigenvalues of principal minors of random matrices with moment conditions;Journal of the Korean Statistical Society;2023-06-21

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