Fluctuations of the diagonal entries of a large sample precision matrix

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Publication:6110092

DOI10.1016/j.spl.2023.109838zbMath1524.62241arXiv2211.00474OpenAlexW4324044998MaRDI QIDQ6110092

Dette, Holger, Nina Dörnemann

Publication date: 4 July 2023

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2211.00474






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