3 problems

Let $\widehat{\bm{S}}_n$ be the normal-scores covariance and let $\widehat{\bm{\Sigma}}^{\tau}$ be the sin-transformed Kendall matrix. Assume $p/n\to\gamma$. Spectral equivalence o…

Let $\mathcal C(\sigma_{\min},\sigma_{\max})$ be the bounded-spectrum correlation class, and let $\widehat{\bm{\Sigma}}$ estimate the latent correlation matrix $\bm{\Sigma}$. Sharp…

Let $\widehat{\bm{S}}_n$ be the normal-scores covariance, and let $m_n$ and $m_F$ denote its empirical Stieltjes transform and the limiting generalized Marčenko--Pastur Stieltjes t…