报告题目 (Title)：高维椭球分布检验相关问题
报告人 (Speaker)：李卫明 教授（上海财经大学）
报告时间 (Time)：2025年10月16日 (周四) 15:30-17：45
报告地点 (Place)：腾讯会议，会议号：174-622-100
邀请人(Inviter)：张阳春
报告摘要：In this paper, we establish a new central limit theorem for the linear spectral statistics of high-dimensional sample covariance matrices. The underlying population belongs to the family of elliptical distributions, and the dimension of the population is allowed to grow to infinity, in proportion to the sample size. As an application, we construct confidence intervals for the model parameters of a Gaussian scale mixture.