scientific article; zbMATH DE number 6949937

DOI10.13001/1081-3810,1537-9582.3732zbMath1402.62099MaRDI QIDQ4686275

Jolanta Pielaszkiewicz, Martin Singull, Dietrich von Rosen

Publication date: 10 October 2018

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

spectral momentscovariance matrixspectral distributionWishart matrixmultivariate normal distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15) Random matrices (algebraic aspects) (15B52)

Related Items (1)

Mixtures of traces of Wishart and inverse Wishart matrices

Cites Work

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• Some limit theorems for the eigenvalues of a sample covariance matrix
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• Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
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• On , where
• A Characterization of the Multivariate Normal Distribution
• Testing Independence via Spectral Moments
• The distribution of a statistic used for testing sphericity of normal distributions

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