Logarithmic law of large random correlation matrices (Q6178564)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Logarithmic law of large random correlation matrices |
scientific article; zbMATH DE number 7788887
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Logarithmic law of large random correlation matrices |
scientific article; zbMATH DE number 7788887 |
Statements
Logarithmic law of large random correlation matrices (English)
0 references
16 January 2024
0 references
CLT
0 references
dependent data
0 references
large-dimensional asymptotic
0 references
log determinant
0 references
random matrix theory
0 references
sample correlation matrix
0 references
0 references
0 references
0 references
