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Asymptotic Behavior of Eigenvalues of Variance-Covariance Matrix of a High-Dimensional Heavy-Tailed Lévy Process |
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| Authors: | Teimouri Asma Tata Mahbanoo Rezapour Mohsen Kulik Rafal Balakrishnan Narayanaswamy |
| Institution: | 1.Department of Statistics, Faculty of Mathematics and Computer, Shahid Bahonar University of Kerman, Kerman, Iran ;2.Department of Biostatistics, School of Public Health, The University of Texas, Health Science Center, Houston, Texas, USA ;3.Department of Mathematics and Statistics, University of Ottawa, Ottawa, Canada ;4.Department of Mathematics and Statistics, McMaster University, Hamilton, Ontario, L8S 4K1, Canada ; |
| Abstract: | Methodology and Computing in Applied Probability - In this paper, we study the limiting behavior of eigenvalues of the variance-covariance matrix of a random sample from a multivariate subordinator... |
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