CLT for linear spectral statistics of a rescaled sample precision matrix (Q3459154): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 20:37, 4 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CLT for linear spectral statistics of a rescaled sample precision matrix |
scientific article |
Statements
CLT for linear spectral statistics of a rescaled sample precision matrix (English)
0 references
30 December 2015
0 references
linear spectral statistics
0 references
central limit theorem
0 references
precision matrix
0 references
rescaled precision matrix
0 references
Fisher matrix
0 references
multivariate statistical analysis
0 references
covariance matrices
0 references
random matrix
0 references
