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Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices

Jiang, DD; Bai, ZD

Jiang, DD (corresponding author), Xi An Jiao Tong Univ, Sch Math & Stat, 28 Xianning West Rd, Xian 710049, Peoples R China.

BERNOULLI, 2021; 27 (1): 274

Abstract

We consider a more generalized spiked covariance matrix, which is a general non-negative definite matrix with the spiked eigenvalues scattered into sp......

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