Central limit theorems for linear spectral statistics of large dimensional F-matrices
In many applications, one needs to make statistical inference on the parameters defined by the limiting spectral distribution of an matrix, the product of a sample covariance matrix from the independent variable array ( )×1 and the inverse of another covariance matrix from the independent variable array ( )×2. Here, the two variable arrays are assumed to either both real or both complex. It helps to find the asymptotic distribution of the relevant parameter estimators...