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On Eigenvector Statistics of Large-Dimensional Sample Covariance Matrices with Applications
We study the eigenvector-weighted spectral statistics \[ T_n(φ,g)=p^{-1}tr\{φ(\boldsymbol{S}_n)g(\boldsymbolΣ)\} \] of large-dimensional sample covariance matrices \(\boldsymbol{S}_n\) with population covariance \(\boldsymbolΣ\). These statistics combine functions of sample eigenvalues with sample
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