scientific article; zbMATH DE number 2143294

MaRDI QIDQ4654885zbMATH OpenFDO

Authors Dean M. Young, Laura A. Thompson, Danny W. Turner

Publication date 10 March 2005

zbMATH Keywords

i.i.d. observationsmultivariate quadratic formsrobustness against non-i.i.d. covariance structuresWishart random matrices

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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