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Linear spectral statistics of sequential sample covariance matrices
v1v2 (latest)

Linear spectral statistics of sequential sample covariance matrices

21 July 2021
Nina Dórnemann
Holger Dette
ArXiv (abs)PDFHTML

Papers citing "Linear spectral statistics of sequential sample covariance matrices"

1 / 1 papers shown
Title
A CLT for the difference of eigenvalue statistics of sample covariance
  matrices
A CLT for the difference of eigenvalue statistics of sample covariance matrices
Nina Dórnemann
Holger Dette
54
0
0
15 Jun 2023
1