Limiting distributions of largest entries of sample co-variance matrices from 1-dependent normal populations

DOI10.30757/alea.v21-50MaRDI QIDQ6634807

[[Person:6541101|Author name not available (Why is that?)]], Hai-Bin Zhang, Yong Zhang

Publication date: 8 November 2024

Published in: ALEA. Latin American Journal of Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

Gumbel distribution1-dependentsample covariance matricesChen-Stein Poisson approximation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Title not available (Why is that?)
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