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math.PR2026
The logarithmic law of sample correlation matrices
Yanpeng Li, Zhi Liu, Jiahui Xie +1
Let be the sample correlation matrix constructed from , whose entries are independent and identically distributed random variable…
math.PR2024
Necessary and sufficient condition for CLT of linear spectral statistics of sample correlation matrices
Yanpeng Li, Guangming Pan, Jiahui Xie +1
In this paper, we establish the central limit theorem (CLT) for the linear spectral statistics (LSS) of sample correlation matrix , constructed from a data matrix $X…