High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices
| Autor: | Yanagihara, Hirokazu, Oda, Ryoya, Hashiyama, Yusuke, Fujikoshi, Yasunori |
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| Zdroj: | In Journal of Multivariate Analysis May 2017 157:70-86 |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect