TRACY-WIDOM LIMIT FOR KENDALL'S TAU

Bao, ZG

Bao, ZG (reprint author), Hong Kong Univ Sci & Technol, Dept Math, Hong Kong, Peoples R China.

ANNALS OF STATISTICS, 2019; 47 (6): 3504

Abstract

In this paper, we study a high-dimensional random matrix model from nonparametric statistics called the Kendall rank correlation matrix, which is a na......

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