2021欧洲杯买球平台官网_正规外围买球十大平台

报告题目:

The asymptotic independence between the spiked eigenvalues and linear spectral statistics for sample covariance matrices and its applications

报告人:

潘光明教授(新加坡南洋理工大学)

报告时间:

报告地点:

2021欧洲杯买球平台官网东北楼四楼报告厅（404）

报告摘要:

This talk is about the spiked eigenvalues and linear spectral statistics for sample covaraince matrices. We first present a CLT for the spiked eigenvalues for a very general sample covariance matrices

Then relationship between the spiked eigenvalues and linear spectral statistics is then investigated. An application in high dimensional covariance matrices test is explored.