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Gaussian fluctuation for Gaussian Wishart matrices of overall correlation
Nourdin, Ivan; Pu, Fei
2021
 

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Disciplines :
Mathematics
Author, co-author :
Nourdin, Ivan ;  University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH)
Pu, Fei;  University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH)
Language :
English
Title :
Gaussian fluctuation for Gaussian Wishart matrices of overall correlation
Publication date :
2021
Available on ORBilu :
since 01 April 2021

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