Showing 1 - 2 of 2
Persistent link: https://www.econbiz.de/10005172364
In this paper sums of independent but not identically distributed m-dimensional vectors are considered. The summands are generated by a random vector multiplied by a deterministic weight matrix which results in a singular covariance matrix. Under general conditions, given separately for the...
Persistent link: https://www.econbiz.de/10005221646