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most citedGlobal and local CLTs for linear spectral statistics of general sample covariance matrices when the dimension is much larger than the sample size with applications

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math.ST2023★ 2 cited

Global and local CLTs for linear spectral statistics of general sample covariance matrices when the dimension is much larger than the sample size with applications

Xiucai Ding, Zhenggang Wang

In this paper, under the assumption that the dimension is much larger than the sample size, i.e., we consider the (unnormalized) sample covariance matrices $Q…