High dimensional correlation matrices: the central limit theorem and its applications
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References listed on IDEAS
- Jianqing Fan & Yuan Liao & Martina Mincheva, 2013.
"Large covariance estimation by thresholding principal orthogonal complements,"
Journal of the Royal Statistical Society Series B,
Royal Statistical Society, vol. 75(4), pages 603-680, September.
- Fan, Jianqing & Liao, Yuan & Mincheva, Martina, 2011. "Large covariance estimation by thresholding principal orthogonal complements," MPRA Paper 38697, University Library of Munich, Germany.
- James R. Schott, 2005. "Testing for complete independence in high dimensions," Biometrika, Biometrika Trust, vol. 92(4), pages 951-956, December.
- Guangming Pan & Jiti Gao & Yanrong Yang, 2014. "Testing Independence Among a Large Number of High-Dimensional Random Vectors," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(506), pages 600-612, June.
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- repec:eee:stapro:v:138:y:2018:i:c:p:57-65 is not listed on IDEAS
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