Asymptotic behavior of large Gaussian correlated Wishart matrices (Q2099996)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of large Gaussian correlated Wishart matrices |
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Asymptotic behavior of large Gaussian correlated Wishart matrices (English)
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21 November 2022
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Stein's method
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Malliavin calculus
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high-dimensional regime
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Rosenblatt-Wishart matrix
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