Towards M-Matrix
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چکیده
منابع مشابه
On the Behaviour of the Estimated Fourth-Order Cumulants Matrix of a High-Dimensional Gaussian White Noise
This paper is devoted to the study of the traditional estimator of the fourth-order cumulants matrix of a high-dimensional multivariate Gaussian white noise. If M represents the dimension of the noise and N the number of available observations, it is first established that this M × M matrix converges towards 0 in the spectral norm sens provided M 2 logN N → 0. The behaviour of the estimated fou...
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