2 papers
math.ST2022
A CLT for the LSS of large dimensional sample covariance matrices with diverging spikes
Zhijun Liu, Jiang Hu, Zhidong Bai +1
In this paper, we establish the central limit theorem (CLT) for linear spectral statistics (LSSs) of a large-dimensional sample covariance matrix when the population covariance mat…
math.ST2022
A CLT for the LSS of large dimensional sample covariance matrices with unbounded dispersions
Zhijun Liu, Jiang Hu, Zhidong Bai +1
In this paper, we establish the central limit theorem (CLT) for linear spectral statistics (LSS) of large-dimensional sample covariance matrix when the population covariance matric…