Natural statistics for spectral samples

DOI10.1214/13-AOS1107zbMath1287.60009arXiv1302.5892OpenAlexW3101205686MaRDI QIDQ355128

Domenico Senato, Elvira di Nardo, Peter McCullagh

Publication date: 24 July 2013

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.5892

zbMATH Keywords

random matrixfree probabilityfree cumulantcumulant of tracespolykays

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Random matrices (probabilistic aspects) (60B20) Noncommutative probability and statistics (46L53)

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