A generalization of Bartlett's decomposition

DOI10.1016/J.SPL.2010.11.015MaRDI QIDQ631536zbMATH OpenOpenAlexFDO

Authors Piero Barone

Publication date 14 March 2011

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

Full work available at URL https://doi.org/10.1016/j.spl.2010.11.015

zbMATH Keywords

orthogonal polynomialsQR factorizationrandom matrices

Mathematics Subject Classification ID

Factorization of matrices (15A23) Random matrices (algebraic aspects) (15B52) Multivariate distribution of statistics (62H10)

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Cites work

• A new transform for solving the noisy complex exponentials approximation problem
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• scientific article; zbMATH DE number 1766733 (Why is no real title available?)
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• Large-degree asymptotics and exponential asymptotics for Fourier, Chebyshev and Hermite coefficients and Fourier transforms
• On the distribution of positive-definite Gaussian quadratic forms
• The 70th anniversary of the distribution of random matrices: A survey
• XX.—On the Theory of Statistical Regression

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(4)

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• On the condensed density of the zeros of the Cauchy transform of a complex atomic random measure with Gaussian moments
• On the condensed density of the generalized eigenvalues of pencils of Gaussian random matrices and applications
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