CLT for linear spectral statistics of a rescaled sample precision matrix (Q3459154): Difference between revisions

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Latest revision as of 08:43, 30 July 2024

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CLT for linear spectral statistics of a rescaled sample precision matrix
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    CLT for linear spectral statistics of a rescaled sample precision matrix (English)
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    30 December 2015
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    linear spectral statistics
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    central limit theorem
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    precision matrix
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    rescaled precision matrix
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    Fisher matrix
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    multivariate statistical analysis
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    covariance matrices
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    random matrix
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