On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence

28 September 2021

Zeng Li

Papers citing "On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence"

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Limiting spectral distribution of large dimensional Spearman's rank correlation matrices Zeyu Wu Cheng-Long Wang 36 10 0 23 Dec 2021
Tracy-Widom limit for Kendall's tau Z. Bao 19 14 0 04 Dec 2017