Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlations (Q5876982)
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scientific article; zbMATH DE number 7649080
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| English | Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlations |
scientific article; zbMATH DE number 7649080 |
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Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlations (English)
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3 February 2023
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non-stationarity
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multivariate statistics
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algebraic heavy tails
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random matrix theory
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0.7528150677680969
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0.6801130175590515
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0.6697708964347839
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0.6632012724876404
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0.6623269319534302
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