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
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
Multivariate distribution of statistics (62H10) Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)
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