Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications

Mathematics

• Asymptotics 33%
• Central Limit Theorem 100%
• Correlation Matrix 100%
• Heavy-Tailed Distribution 33%
• Moment Condition 33%
• Nonparametric Procedure 33%
• Null 33%
• Superiority 33%
• Test Statistic 33%
• Wide Range 33%

Keyphrases

• Asymptotic Regimes 33%
• Central Limit Theorem 100%
• Heavy-tailed Distribution 33%
• Identically Distributed 33%
• Limiting null Distribution 33%
• Moment Conditions 33%
• Nonparametric Methods 33%
• Numerical Comparison 33%
• Spectral Behavior 33%
• Test Statistic 33%