Estimations for some functions of covariance matrix in high dimension under non-normality and its applications
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Publication:2252884
DOI10.1016/j.jmva.2014.04.020zbMath1292.62043OpenAlexW2056921971MaRDI QIDQ2252884
Takayuki Yamada, Tetsuto Himeno
Publication date: 24 July 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2014.04.020
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Cites Work
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- Measures of multivariate skewness and kurtosis with applications
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