Spiked eigenvalues of high-dimensional sample autocovariance matrices: CLT and applications

Documenti analoghi

• On the rate of convergence in the CLT for LSS of large-dimensional sample covariance matrices
  di: Cui, Jian, et al.
  Pubblicazione: (2025)
• Functional CLT for general sample covariance matrices
  di: Cui, Jian, et al.
  Pubblicazione: (2026)
• CLT in high-dimensional Bayesian linear regression with low SNR
  di: Lee, Seunghyun, et al.
  Pubblicazione: (2025)
• Scaling limits for sample autocovariance operators of Hilbert space-valued linear processes
  di: Düker, Marie-Christine, et al.
  Pubblicazione: (2025)
• Edgeworth corrections for the spiked eigenvalues of non-Gaussian sample covariance matrices with applications
  di: Wei, Yashi, et al.
  Pubblicazione: (2025)