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含发散尖峰的大维样本协方差矩阵线性谱统计量的中心极限定理AI 解读

In this paper, we establish the central limit theorem (CLT) for linear spectral statistics (LSSs) of a large-dimensional sample covariance matrix when the population covariance matrices are involved with diverging spikes. This constitutes a nontrivial extension of the Bai–Silverstein theorem (BST) (Ann. Probab. 32 (2004) 553–605), a theorem that has strongly influenced the development of high-dimensional statistics, especially in the applications of random matrix theory to…

美国与荷兰食品需求建模的比较研究AI 解读

This paper provides time-series and cross-sectional budget survey analyses of the demand for food in the United States and the Netherlands according to the tasks set by Jan Magnus and Mary Morgan (MM). Various econometric methods, including weighted least squares (WLS), cointegration, error correction, the almost ideal demand system (AIDS), and time-varying parameter (TVP) techniques, are used and the estimated demand elasticities compared across country and over time.