A CLT for linear spectral statistics of large random information-plus-noise matrices
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DOI: 10.1016/j.spa.2019.06.017
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References listed on IDEAS
- Dozier, R. Brent & Silverstein, Jack W., 2007. "Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices," Journal of Multivariate Analysis, Elsevier, vol. 98(6), pages 1099-1122, July.
- Dozier, R. Brent & Silverstein, Jack W., 2007. "On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices," Journal of Multivariate Analysis, Elsevier, vol. 98(4), pages 678-694, April.
- Hachem, Walid & Loubaton, Philippe & Mestre, Xavier & Najim, Jamal & Vallet, Pascal, 2013. "A subspace estimator for fixed rank perturbations of large random matrices," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 427-447.
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Keywords
Large random matrices; Linear statistics of the eigenvalues; Central limit theorem;All these keywords.
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