CLT for linear spectral statistics of random matrix $S^{-1}T$

Abstract

This paper proposes a CLT for linear spectral statistics of random matrix $S^{-1}T$ for a general non-negative definite and {\bf non-random} Hermitian matrix $T$.

References in corpus (3)

• High Dimensional Statistical Inference and Random Matrices
• On the sphericity test with large-dimensional observations
• A Note on Central Limit Theorems for Linear Spectral Statistics of Large Dimensional F-matrix

Cited by in corpus (1)

• CLT for large dimensional general Fisher matrices and its applications in high-dimensional data analysis