Edgeworth and saddle-point approximations for random rectangular matrices
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Publication:1914225
DOI10.1016/0024-3795(95)00118-2zbMath0843.62017OpenAlexW2076295590MaRDI QIDQ1914225
Publication date: 5 June 1996
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0024-3795(95)00118-2
asymptotic expansionsEdgeworth expansionssaddle-point approximationsrandom rectangular matricesdensity functions of sample meansgeneralized Edgeworth
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Random matrices (algebraic aspects) (15B52)
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