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04/07/2021
Spectral statistics of high dimensional sample covariance matrix with unbounded population spectral norm
In this paper, we establish some new central limit theorems for certain ...
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01/23/2019
Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications
In this paper, we consider the separable covariance model, which plays a...
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01/17/2019
Model-Free Tests for Series Correlation in Multivariate Linear Regression
Testing for series correlation among error terms is a basic problem in l...
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02/05/2018