On the asymptotic behaviour of random matrices in a multivariate statistical model

DOI10.1016/j.spl.2008.01.051zbMath1283.62114OpenAlexW2142492794MaRDI QIDQ730707

Mauro Costantini, Roy Cerqueti

Publication date: 30 September 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://openresearch.lsbu.ac.uk/download/d9c6ba749954ab955d695ce0393745a6ceb3ca58574fb79744a7ee010753faa4/173189/Cerqueti_Costantini_revised.pdf

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Random matrices (algebraic aspects) (15B52)

Related Items (1)

New results on the convergence of random matrices

Cites Work

• Distribution of eigenvalues in multivariate statistical analysis
• Nonparametric cointegration analysis
• Linear and quasilinear elliptic equations

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