Harmonic means of Wishart random matrices

DOI10.1142/S2010326321500167zbMath1481.60011arXiv1905.02357OpenAlexW3003560814MaRDI QIDQ3385474

Asad Lodhia

Publication date: 18 December 2021

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.02357

zbMATH Keywords

random matricesWishart matrixfree probabilitycovariance estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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Cites Work

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