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    CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size by Chen, Binbin, Pan, Guangming

    Published 2015
    “…Let A = 1/√np(XT X−pIn) where X is a p×n matrix, consisting of independent and identically distributed (i.i.d.) real random variables Xij with mean zero and variance one. …”
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    Journal Article
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