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20162021
most citedCentral limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions

2 citations · 2 across the 3 of their papers we have counts for

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math.ST2016

On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension

Taras Bodnar, Stepan Mazur, Stanislas Muhinyuza +1

In this paper we consider the product of a singular Wishart random matrix and a singular normal random vector. A very useful stochastic representation is derived for this product,…

math.ST2016★ 2 cited

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

Taras Bodnar, Stepan Mazur, Nestor Parolya

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 ob…