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Main Authors: Bousseyroux, Pierre, Espana, Tomas, Smerlak, Matteo
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2503.18645
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author Bousseyroux, Pierre
Espana, Tomas
Smerlak, Matteo
author_facet Bousseyroux, Pierre
Espana, Tomas
Smerlak, Matteo
contents Bandeira et al. (2017) show that the eigenvalues of the Kendall correlation matrix of $n$ i.i.d. random vectors in $\mathbb{R}^p$ are asymptotically distributed like $1/3 + (2/3)Y_q$, where $Y_q$ has a Marčenko-Pastur law with parameter $q=\lim(p/n)$ if $p, n\to\infty$ proportionately to one another. Here we show that another Marčenko-Pastur law emerges in the "ultra-high dimensional" scaling limit where $p\sim q'\, n^2/2$ for some $q'>0$: in this quadratic scaling regime, Kendall correlation eigenvalues converge weakly almost surely to $(1/3)Y_{q'}$.
format Preprint
id arxiv_https___arxiv_org_abs_2503_18645
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Another Marcenko-Pastur law for Kendall's tau
Bousseyroux, Pierre
Espana, Tomas
Smerlak, Matteo
Probability
Spectral Theory
Bandeira et al. (2017) show that the eigenvalues of the Kendall correlation matrix of $n$ i.i.d. random vectors in $\mathbb{R}^p$ are asymptotically distributed like $1/3 + (2/3)Y_q$, where $Y_q$ has a Marčenko-Pastur law with parameter $q=\lim(p/n)$ if $p, n\to\infty$ proportionately to one another. Here we show that another Marčenko-Pastur law emerges in the "ultra-high dimensional" scaling limit where $p\sim q'\, n^2/2$ for some $q'>0$: in this quadratic scaling regime, Kendall correlation eigenvalues converge weakly almost surely to $(1/3)Y_{q'}$.
title Another Marcenko-Pastur law for Kendall's tau
topic Probability
Spectral Theory
url https://arxiv.org/abs/2503.18645