Citation: Shurong Zheng et al., SUBSTITUTION PRINCIPLE FOR CLT OF LINEAR SPECTRAL STATISTICS OF HIGH-DIMENSIONAL SAMPLE COVARIANCE MATRICES WITH APPLICATIONS TO HYPOTHESIS TESTING, Annals of statistics , 43(2), 2015, pp. 546-591
Authors:
Zhidong Bai
Kwok Pui Choi
Yasunori Fujikoshi
Citation: Zhidong Bai et al., CONSISTENCY OF AIC AND BIC IN ESTIMATING THE NUMBER OF SIGNIFICANT COMPONENTS IN HIGH-DIMENSIONAL PRINCIPAL COMPONENT ANALYSIS, Annals of statistics , 46(3), 2018, pp. 1050-1076
Citation: Ningning Xia et al., CONVERGENCE RATES OF EIGENVECTOR EMPIRICAL SPECTRAL DISTRIBUTION OF LARGE DIMENSIONAL SAMPLE COVARIANCE MATRIX, Annals of statistics , 41(5), 2013, pp. 2572-2607