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20132021
most citedConvergence rates of the spectral distributions of large random quaternion self-dual Hermitian matrices

11 citations · 36 across the 10 of their papers we have counts for

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math.ST2021

Spectral statistics of high dimensional sample covariance matrix with unbounded population spectral norm

Yanqing Yin

In this paper, we establish some new central limit theorems for certain spectral statistics of a high-dimensional sample covariance matrix under a divergent spectral norm populatio…