The GHOST framework gives near-optimal conditions for universal Gaussian CLTs on linear spectral statistics of sample covariance matrices, with explicit mean-covariance corrections from a bilinear fourth-order kernel and applications to corrected sphericity tests.
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Resolvents of the sample covariances in the separable mixture model approximate deterministic matrices defined via solutions to a dual system of equations, without simultaneous diagonalizability assumptions.
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The Geometry of Spectral Fluctuations: On Near-Optimal Conditions for Universal Gaussian CLTs, with Statistical Applications
The GHOST framework gives near-optimal conditions for universal Gaussian CLTs on linear spectral statistics of sample covariance matrices, with explicit mean-covariance corrections from a bilinear fourth-order kernel and applications to corrected sphericity tests.
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Spectral approximation for the separable covariance mixture model
Resolvents of the sample covariances in the separable mixture model approximate deterministic matrices defined via solutions to a dual system of equations, without simultaneous diagonalizability assumptions.