A Gaussian-replacement universal bootstrap is shown to be consistent for operator-norm spectral statistics when p/n is bounded or diverges to infinity, with no eigenvalue-decay assumptions.
(2004), ‘The asymptotic distributions of the largest entries of sample correlation matrices’, The Annals of Applied Probability 14(2), 865 –
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Universal Bootstrap for Spectral Statistics: Beyond Gaussian Approximation
A Gaussian-replacement universal bootstrap is shown to be consistent for operator-norm spectral statistics when p/n is bounded or diverges to infinity, with no eigenvalue-decay assumptions.