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

open access: yes, 2017
In this paper we consider the asymptotic distributions of functionals of the sample covariance matrix and the sample mean vector obtained under the assumption that the matrix of observations has a matrix-variate location mixture of normal distributions ...
Bodnar, Taras   +2 more
core  

TEST FOR HIGH DIMENSIONAL CORRELATION MATRICES. [PDF]

open access: yesAnn Stat, 2019
Zheng S, Cheng G, Guo J, Zhu H.
europepmc   +1 more source

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