Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues
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Publication:2482627
DOI10.1016/j.jmva.2007.04.001zbMath1139.62009arXivmath/0609275MaRDI QIDQ2482627
Publication date: 23 April 2008
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0609275
62H10: Multivariate distribution of statistics
62H12: Estimation in multivariate analysis
62E20: Asymptotic distribution theory in statistics
60F05: Central limit and other weak theorems
62C20: Minimax procedures in statistical decision theory
Related Items
An asymptotic expansion of Wishart distribution when the population eigenvalues are infinitely dispersed, Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues, Estimation in High-Dimensional Analysis and Multivariate Linear Models
Cites Work
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