Log determinant of large correlation matrices under infinite fourth moment (Q6596226)
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scientific article; zbMATH DE number 7904825
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Log determinant of large correlation matrices under infinite fourth moment |
scientific article; zbMATH DE number 7904825 |
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Log determinant of large correlation matrices under infinite fourth moment (English)
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2 September 2024
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heavy tails
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infinite fourth moment
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logarithmic determinant
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random matrix theory
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sample correlation matrix
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