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CLT for linear spectral statistics of a rescaled sample precision matrix
Zheng, Shurong, Bai, Zhidong, Yao, JianfengVolume:
4
Language:
english
Journal:
Random Matrices: Theory and Applications
DOI:
10.1142/S2010326315500148
Date:
October, 2015
File:
PDF, 492 KB
english, 2015