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Correlation Tests and Linear Spectral Statistics of the Sample Correlation Matrix

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https://hal.archives-ouvertes.fr/hal-02514922
Contributor : Pascal Vallet Connect in order to contact the contributor
Submitted on : Monday, March 23, 2020 - 10:02:36 AM
Last modification on : Thursday, April 15, 2021 - 5:16:02 PM

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Xavier Mestre, Pascal Vallet. Correlation Tests and Linear Spectral Statistics of the Sample Correlation Matrix. IEEE Transactions on Information Theory, Institute of Electrical and Electronics Engineers, 2017, 63 (7), pp.4585-4618. ⟨10.1109/TIT.2017.2689780⟩. ⟨hal-02514922⟩

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