Joint Central Limit Theorem for Eigenvalue Statistics from Several Dependent Large Dimensional Sample Covariance Matrices with Application

• Autores: Weiming Li, Zeng Li, Jianfeng Yao
• Localización: Scandinavian journal of statistics: Theory and applications, ISSN 0303-6898, Vol. 45, Nº. 3, 2018, págs. 699-728
• Idioma: inglés
• DOI: 10.1111/sjos.12320
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