most citedSpectral Analysis of Gram Matrices with Missing at Random Observations: Convergence, Central Limit Theorems, and Applications in Statistical Inference

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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…