Sample covariance matrix for random vectors with heavy tails (Q1303914)
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scientific article; zbMATH DE number 1339520
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sample covariance matrix for random vectors with heavy tails |
scientific article; zbMATH DE number 1339520 |
Statements
Sample covariance matrix for random vectors with heavy tails (English)
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13 February 2000
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operate stable
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generalized domains of attraction
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regular variation
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0.9721154
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0.8901456
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0.88437593
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0.8826375
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0.87851036
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0.8765503
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0.87406945
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0.87235266
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