Abstract
In this chapter, we use the assumption traditional for multidimensional statistical analysis that the observations of a certain random vector are independent and identically distributed. Here, we consider some important consistent and asymptotically normal estimators obtained with the help of some canonical equations.
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© 2001 Springer Science+Business Media Dordrecht
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Girko, V.L. (2001). Canonical Equation K 17 for Identically Distributed Independent Vector Observations and the G 2-Estimators of the Real Stieltjes Transforms of the Normalized Spectral Functions of the Covariance Matrices. In: Theory of Stochastic Canonical Equations. Mathematics and Its Applications, vol 535. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-0989-8_17
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DOI: https://doi.org/10.1007/978-94-010-0989-8_17
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-010-3882-9
Online ISBN: 978-94-010-0989-8
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