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The Empirical Distribution of a Large Number of Correlated Normal Variables.

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Bibliographic Details
Title: The Empirical Distribution of a Large Number of Correlated Normal Variables.
Authors: Azriel, David (AUTHOR) aschwar@ncsu.edu, Schwartzman, Armin (AUTHOR) aschwar@ncsu.edu
Source: Journal of the American Statistical Association. Sep2015, Vol. 110 Issue 511, p1217-1228. 12p.
Database: Mathematics Source
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ISSN:01621459
DOI:10.1080/01621459.2014.958156