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Fluctuations of the diagonal entries of a large sample precision matrix
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Fluctuations of the diagonal entries of a large sample precision matrix

Nina Dórnemann
Holger Dette
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Papers citing "Fluctuations of the diagonal entries of a large sample precision matrix"

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Title
A CLT for the difference of eigenvalue statistics of sample covariance matrices
A CLT for the difference of eigenvalue statistics of sample covariance matrices
Nina Dórnemann
Holger Dette
57
0
0
15 Jun 2023