Extreme eigenvalues of principal minors of random matrix with moment conditions

Jianwei Hu, Seydou Keita, Kang Fu

Let ${\mathbf{x}}_1,\cdots ,{\mathbf{x}}_n$ be a random sample of size $n$ from a $p$-dimensional population distribution, where $p=p(n)\to \infty$. Consider a symmetric matrix $W=X^\top…