Imagen de Portada

On the rate of convergence in the CLT for LSS of large-dimensional sample covariance matrices

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Cui, Jian, Hu, Jiang, Bai, Zhidong, Hu, Guorong
Formato:	Preprint
Publicado:	2025
Materias:	Probability Statistics Theory
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Functional CLT for general sample covariance matrices
por: Cui, Jian, et al.
Publicado: (2026)

Edgeworth corrections for the spiked eigenvalues of non-Gaussian sample covariance matrices with applications
por: Wei, Yashi, et al.
Publicado: (2025)

Spiked eigenvalues of high-dimensional sample autocovariance matrices: CLT and applications
por: Bi, Daning, et al.
Publicado: (2022)

CLT in high-dimensional Bayesian linear regression with low SNR
por: Lee, Seunghyun, et al.
Publicado: (2025)

Distribution of singular values in large sample cross-covariance matrices
por: Swain, Arabind, et al.
Publicado: (2025)

Multivariate CLT for Lévy processes: convergence rates without moment assumptions
por: Cázares, Jorge González, et al.
Publicado: (2025)

Eigenvector distributions and optimal shrinkage estimators for large covariance and precision matrices
por: Ding, Xiucai, et al.
Publicado: (2024)

Wasserstein convergence rates for empirical measures of point processes
por: Huang, Dongzhou, et al.
Publicado: (2026)

Phase transition for conditional covariance matrices estimated by importance sampling, and implications for cross-entropy schemes in high dimension
por: Beh, Jason, et al.
Publicado: (2025)

CLT for Linear Spectral Statistics in High-Dimensional Random Effects Models
por: Xie, Ran, et al.
Publicado: (2024)

Asymptotic spectrum of weighted sample covariance: another proof of spectrum convergence
por: Oriol, Benoit
Publicado: (2024)

Computationally tractable nonparametric bootstrap of high-dimensional sample covariance matrices
por: Dette, Holger, et al.
Publicado: (2024)

Limiting spectral distributions of large consistent rank correlation matrices
por: Dong, Zhaorui, et al.
Publicado: (2026)

Invariance principle for the Gaussian Multiplicative Chaos via a high dimensional CLT with low rank increments
por: Chowdhury, Mriganka Basu Roy, et al.
Publicado: (2025)

Implications of weak convergence rates of Markov transition kernels
por: Brown, Austin
Publicado: (2026)

Nonlinear spiked covariance matrices and signal propagation in deep neural networks
por: Wang, Zhichao, et al.
Publicado: (2024)

Dual Induction CLT for High-dimensional m-dependent Data
por: Bong, Heejong, et al.
Publicado: (2023)

CLT for LES of real valued random centrosymmetric matrices
por: Jana, Indrajit, et al.
Publicado: (2025)

Spectral analysis of large dimensional Chatterjee's rank correlation matrix
por: Dong, Zhaorui, et al.
Publicado: (2025)

Sharper dimension-free bounds on the Frobenius distance between sample covariance and its expectation
por: Puchkin, Nikita, et al.
Publicado: (2023)

Fast convergence rates for estimating the stationary density in SDEs driven by a fractional Brownian motion with semi-contractive drift
por: Amorino, Chiara, et al.
Publicado: (2024)

Improved covariance estimation: optimal robustness and sub-Gaussian guarantees under heavy tails
por: Oliveira, Roberto I., et al.
Publicado: (2022)

The Asymptotic Properties of the Extreme Eigenvectors of High-dimensional Generalized Spiked Covariance Model
por: Pu, Zhangni, et al.
Publicado: (2024)

Kronecker-product random matrices and a matrix least squares problem
por: Fan, Zhou, et al.
Publicado: (2024)

Characterization of the asymptotic behavior of $U$-statistics on row-column exchangeable matrices
por: Minh, Tâm Le
Publicado: (2024)

Weak convergence of predictive distributions
por: Leisen, Fabrizio, et al.
Publicado: (2025)

Rates of Fisher information convergence in the central limit theorem for nonlinear statistics
por: Dung, Nguyen Tien
Publicado: (2022)

Liberating dimension and spectral norm: A universal approach to spectral properties of sample covariance matrices
por: Yin, Yanqing
Publicado: (2024)

Weak convergence from projected laws on a positive-measure set of directions
por: Cholaquidis, Alejandro, et al.
Publicado: (2026)

Rate of convergence of the smoothed empirical Wasserstein distance
por: Block, Adam, et al.
Publicado: (2022)

Large random matrices with given margins
por: Lyu, Hanbaek, et al.
Publicado: (2024)

Reviving pseudo-inverses: Asymptotic properties of large dimensional Moore-Penrose and Ridge-type inverses with applications
por: Bodnar, Taras, et al.
Publicado: (2024)

On the edge eigenvalues of sparse random geometric graphs
por: Ding, Xiucai, et al.
Publicado: (2025)

Robust high-dimensional Gaussian and bootstrap approximations for trimmed sample means
por: Resende, Lucas
Publicado: (2024)

Extreme eigenvalues and eigenvectors for finite rank additive deformations of non-hermitian sparse random matrices
por: Hachem, Walid, et al.
Publicado: (2026)

Local approximations of inverse block Toeplitz matrices and Baxter-type theorems for long-memory processes
por: Inoue, Akihiko, et al.
Publicado: (2023)

Dynamical mean-field analysis of adaptive Langevin diffusions: Propagation-of-chaos and convergence of the linear response
por: Fan, Zhou, et al.
Publicado: (2025)

Robust Sparse Recovery with Sparse Bernoulli matrices via Expanders
por: Abdalla, Pedro
Publicado: (2021)

A recursion formula for mixed trace moments of isotropic Wishart matrices and the Gaussian unitary/orthogonal ensembles
por: Deitmar, Ben
Publicado: (2023)

Distribution-uniform strong laws of large numbers
por: Waudby-Smith, Ian, et al.
Publicado: (2024)