Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix‐variate location mixture of normal distributions (Q5381080)

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scientific article; zbMATH DE number 7063942
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Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix‐variate location mixture of normal distributions
scientific article; zbMATH DE number 7063942

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    Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix‐variate location mixture of normal distributions (English)
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    7 June 2019
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    large-dimensional asymptotics
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    normal mixtures
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    random matrix theory
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    skew normal distribution
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    stochastic representation
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