Xavier Mestre, Pascal Vallet. Correlation Tests and Linear Spectral Statistics of the Sample Correlation Matrix. IEEE Transactions on Information Theory, 63(7):4585-4618, 2017. [doi]
@article{MestreV17,
title = {Correlation Tests and Linear Spectral Statistics of the Sample Correlation Matrix},
author = {Xavier Mestre and Pascal Vallet},
year = {2017},
doi = {10.1109/TIT.2017.2689780},
url = {https://doi.org/10.1109/TIT.2017.2689780},
researchr = {https://researchr.org/publication/MestreV17},
cites = {0},
citedby = {0},
journal = {IEEE Transactions on Information Theory},
volume = {63},
number = {7},
pages = {4585-4618},
}