A joint limit theorem for the point process of the off-diagonal entries ...
A limit theorem for the largest interpoint distance of p independent and...
This paper takes a different look on the problem of testing the mutual
i...
In this paper, we consider the empirical spectral distribution of the sa...
In this paper, we show that the diagonal of a high-dimensional sample
co...
Consider a random vector 𝐲=Σ^1/2𝐱, where
the p elements of the vector 𝐱 ...
In this paper we present the asymptotic analysis of the realised quadrat...
Consider a p-dimensional population x∈R^p with iid
coordinates in the do...
In this paper, we show that the largest and smallest eigenvalues of a sa...
We provide asymptotic theory for certain functions of the sample
autocov...
We consider a p-dimensional time series where the dimension p increases
...