报告题目：Central limit theorems of high-dimensional sample correlation matrix under two stuctures

报告人：郑术蓉（东北师范大学数学与统计学院，教授）

报告时间：2022年8月15日9：00-11：00

报告地点：腾讯会议ID：469-909-327

校内联系人：李天然

报告摘要：Sample correlation matrix plays an important role in multivariate statistical analysis, for example, in factor analysis, principal component analysis and etc. We study the limiting spectral distribution and central limit theorem (CLT) of linear spectral statistics of high-dimensional sample correlation matrix under the linear component structure and elliptical structure when the data dimension and sample size tend to infinity proportionally. The CLTs are used for high-dimensional testing problems of correlation matrix.