21 citations · 32 across the 8 of their papers we have counts for
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math.ST2016
Marčenko-Pastur Law for Kendall's Tau
Afonso S. Bandeira, Asad Lodhia, Philippe Rigollet
We prove that Kendall's Rank correlation matrix converges to the Marčenko-Pastur law, under the assumption that the observations are i.i.d random vectors , , with…
math.PR2016★ 3 cited
Mesoscopic central limit theorem for general -ensembles
Florent Bekerman, Asad Lodhia
We prove that the linear statistics of eigenvalues of -log gasses satisfying the one-cut and off-critical assumption with a potential satisfy a central l…