Partial generalized four moment theorem revisited
2021
This is a complementary proof of partial generalized 4 moment theorem (PG4MT) mentioned and described in “Generalized Four Moment Theorem (G4MT) and its Application to CLT for Spiked Eigenvalues of High-dimensional Covariance Matrices”. Since the G4MT proposed in that paper requires both the matrices X and Y satisfying the assumption maxt,s|uts|2E{|x11|4I(|x11|
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