CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size

Let A = 1/√np(XT X−pIn) where X is a p×n matrix, consisting of independent and identically distributed (i.i.d.) real random variables Xij with mean zero and variance one. When p/n→∞, under fourth moment conditions a central limit theorem (CLT) for linear spectral statistics (LSS) of A defined by the...

Full description

Saved in:
Bibliographic Details
Main Authors: Chen, Binbin, Pan, Guangming
Other Authors: School of Physical and Mathematical Sciences
Format: Article
Language:English
Published: 2015
Subjects:
Online Access:https://hdl.handle.net/10356/107446
http://hdl.handle.net/10220/25620
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
Language: English

Similar Items