Point process convergence for the off-diagonal entries of sample covariance matrices (Q2240824)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Point process convergence for the off-diagonal entries of sample covariance matrices |
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Point process convergence for the off-diagonal entries of sample covariance matrices (English)
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4 November 2021
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extreme value theory
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Gumbel distribution
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maximum entry
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precise large deviations
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sample covariance matrix
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