Sample Covariance Matrices of Heavy-Tailed Distributions (Q4619459)
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scientific article; zbMATH DE number 7013551
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sample Covariance Matrices of Heavy-Tailed Distributions |
scientific article; zbMATH DE number 7013551 |
Statements
Sample Covariance Matrices of Heavy-Tailed Distributions (English)
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6 February 2019
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covariance matrix
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heavy-tailed distribution
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0.9721154
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0.8977673
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0.88855475
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0.88821507
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0.8838566
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0.88363945
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0.8831813
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