Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix‐variate location mixture of normal distributions

DOI10.1111/sjos.12383zbMath1418.62056arXiv1602.05522OpenAlexW2962995069MaRDI QIDQ5381080

Nestor Parolya, Stepan Mazur, Taras Bodnar

Publication date: 7 June 2019

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.05522

zbMATH Keywords

random matrix theory stochastic representation normal mixtures skew normal distribution large-dimensional asymptotics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

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