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type:"book"
~person:"Yang, Yanrong"
~subject:"Statistische Methodenlehre"
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Statistische Methodenlehre
Central limit theorem
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Covariance stationary time series
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Empirical spectral distribution
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Independence test
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Large dimensional sample covariance matrix
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Linear spectral statistics
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Statistical test
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Statistischer Test
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equivalence test
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high dimensional correlation matrix
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independence test
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linear spectral statistics
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Yang, Yanrong
Gao, Jiti
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Han, Xiao
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Pan, Guangming
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Working paper / Department of Econometrics and Business Statistics, Monash University
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High dimensional correlation matrices : CLT and its applications
Gao, Jiti
;
Han, Xiao
;
Pan, Guangming
;
Yang, Yanrong
-
2014
Persistent link: https://www.econbiz.de/10011781035
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