Central Limit Theorem for Linear Spectral Statistics of Large Dimensional Kendall's Rank Correlation Matrices and its Applications

13 December 2019

Zeng Li

Papers citing "Central Limit Theorem for Linear Spectral Statistics of Large Dimensional Kendall's Rank Correlation Matrices and its Applications"

2 / 2 papers shown

Title
Limiting spectral distribution of large dimensional Spearman's rank correlation matrices Zeyu Wu Cheng-Long Wang 23 10 0 23 Dec 2021
Tracy-Widom limit for Kendall's tau Z. Bao 11 13 0 04 Dec 2017