CLT for linear spectral statistics of a rescaled sample precision matrix
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Publication:3459154
DOI10.1142/S2010326315500148zbMath1330.15045OpenAlexW2239721068MaRDI QIDQ3459154
Shurong Zheng, Zhi-Dong Bai, Jian-feng Yao
Publication date: 30 December 2015
Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s2010326315500148
central limit theoremrandom matrixmultivariate statistical analysisprecision matrixcovariance matricesFisher matrixlinear spectral statisticsrescaled precision matrix
Multivariate distribution of statistics (62H10) Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Analysis of variance and covariance (ANOVA) (62J10)
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