Timeline for Expectation of the determinant of the inverse of non-central Wishart matrix
Current License: CC BY-SA 4.0
5 events
when toggle format | what | by | license | comment | |
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Mar 3, 2022 at 20:46 | comment | added | DJA | Update: posted my question in longer form mathoverflow.net/questions/417364 | |
Mar 3, 2022 at 18:33 | comment | added | DJA | Do you happen to know (or have a reference) if this LDP is known for empirical covariance matrices of iid Sub-gaussian vectors? (i.e. not necessarily independent entries). I know this is very specific, so no worries if nothing comes to mind. Thank you! | |
Sep 26, 2020 at 11:32 | vote | accept | hichem hb | ||
Sep 26, 2020 at 11:32 | |||||
Sep 26, 2020 at 11:32 | vote | accept | hichem hb | ||
Sep 26, 2020 at 11:32 | |||||
Sep 23, 2020 at 22:07 | history | answered | ofer zeitouni | CC BY-SA 4.0 |