Separable sample covariance matrices under elliptical populations with applications

DOI10.1090/tran/9070MaRDI QIDQ6544130

Yanqing Yin, Guangming Pan, Wang Zhou, Huiqin Li

Publication date: 27 May 2024

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

central limit theoremrandom matrix theorysample covariance matrixhigh-dimensionalelliptical distribution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

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