Publication:4686275

DOI10.13001/1081-3810,1537-9582.3732zbMath1402.62099MaRDI QIDQ4686275

Dietrich von Rosen, Martin Singull, Jolanta Pielaszkiewicz

Publication date: 10 October 2018

zbMATH Keywords

spectral moments; covariance matrix; spectral distribution; Wishart matrix; multivariate normal distribution

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E20: Asymptotic distribution theory in statistics

62M15: Inference from stochastic processes and spectral analysis

15B52: Random matrices (algebraic aspects)