Gaussian fluctuation for Gaussian Wishart matrices of overall correlation (Q2070636)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian fluctuation for Gaussian Wishart matrices of overall correlation |
scientific article |
Statements
Gaussian fluctuation for Gaussian Wishart matrices of overall correlation (English)
0 references
24 January 2022
0 references
Stein's method
0 references
Malliavin calculus
0 references
high-dimensional regime
0 references
Wishart matrices/tensors
0 references
