$CLT for linear spectral statistics of random matrix $S^{-1}T$$

CLT for linear spectral statistics of random matrix $S^{-1}T$

7 May 2013

Papers citing "CLT for linear spectral statistics of random matrix $S^{-1}T$"

3 / 3 papers shown

Title
Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix Taras Bodnar Holger Dette Nestor Parolya 45 12 0 21 Sep 2015
Extreme eigenvalues of large-dimensional spiked Fisher matrices with application Qinwen Wang Jianfeng Yao 68 31 0 20 Apr 2015
CLT for large dimensional general Fisher matrices and its applications in high-dimensional data analysis Shu-rong Zheng Z. Bai Jianfeng Yao 69 6 0 08 May 2014