Spectral statistics of large dimensional Spearman's rank correlation matrix and its application

Zhigang Bao, Liang-Ching Lin, Guangming Pan +1

Let $\mathbf{Q}=(Q_1,\dots ,Q_n)$ be a random vector drawn from the uniform distribution on the set of all $n!$ permutations of $\{1,2,\dots ,n\}$. Let $\mathbf{Z}=(Z_1,\ldots,Z_n)…