A note on necessary and sufficient conditions for proving that a random symmetric matrix converges to a given limit

DOI10.1016/0167-7152(94)00033-6zbMath0810.60017OpenAlexW1996723442MaRDI QIDQ1341370

Robert L. Strawderman

Publication date: 9 January 1995

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

Full work available at URL: http://hdl.handle.net/2027.42/31135

zbMATH Keywords

eigenvaluestracerandom matrixEuclidean normconvergence in probability

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cites Work

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• Bootstrap tests and confidence regions for functions of a covariance matrix
• On Wielandt's inequality and its application to the asymptotic distribution of the eigenvalues of a random symmetric matrix
• Maximum Likelihood Estimation of Misspecified Models

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