CLT for linear spectral statistics of a rescaled sample precision matrix (Q3459154)
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scientific article; zbMATH DE number 6524863
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | CLT for linear spectral statistics of a rescaled sample precision matrix |
scientific article; zbMATH DE number 6524863 |
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CLT for linear spectral statistics of a rescaled sample precision matrix (English)
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30 December 2015
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linear spectral statistics
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central limit theorem
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precision matrix
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rescaled precision matrix
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Fisher matrix
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multivariate statistical analysis
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covariance matrices
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random matrix
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0.8494307994842529
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0.8412782549858093
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0.8360057473182678
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0.8351929187774658
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