Sample covariance matrix for random vectors with heavy tails
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Publication:1303914
DOI10.1023/A:1021688101621zbMath0930.62014MaRDI QIDQ1303914
Mark M. Meerschaert, Hans-Peter Scheffler
Publication date: 13 February 2000
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
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