{"entities":{"Q2280559":{"pageid":2291302,"ns":120,"title":"Item:Q2280559","lastrevid":71749140,"modified":"2026-04-14T00:17:28Z","type":"item","id":"Q2280559","labels":{"en":{"language":"en","value":"Largest entries of sample correlation matrices from equi-correlated normal populations"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7145319"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2280559$64CCF01F-B41C-4415-B381-94C97E9B6A59","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"ad322c5e5434979a5f07c1778568bedfda944b27","datavalue":{"value":{"text":"Largest entries of sample correlation matrices from equi-correlated normal populations","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2280559$ECE4E46C-B729-418A-8F45-89C0E9FC6E3E","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"bb7e49477decf5cc259b1117e305fb54383b4584","datavalue":{"value":"1435.62077","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2280559$B4F355F6-311B-43E6-83EB-1BD6156CCBC8","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"317b5094a1eedb44c5b37eb6fcff27a7886e5d15","datavalue":{"value":"10.1214/19-AOP1341","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2280559$358AFE79-65C4-4FDF-BBD6-0CADB47CC3DD","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"8e1d72030af651ed18a2d0cfc3d8660f6d963081","datavalue":{"value":{"entity-type":"item","numeric-id":244999,"id":"Q244999"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2280559$40333808-6566-4A55-8042-983E20746861","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"f62f8435cb2c61f1b1c15ed0a3f0f56cbe339c0e","datavalue":{"value":{"entity-type":"item","numeric-id":586406,"id":"Q586406"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2280559$54AD3B57-5114-40D0-A8D1-ADAD6E3785BC","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"c9d829dece3e2d330deed49a6cb836edc666e294","datavalue":{"value":{"entity-type":"item","numeric-id":107063,"id":"Q107063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2280559$29959C97-FEB3-400D-A806-390601EBC055","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"2f6772b50db402e319131e91836e24f594dd3ca2","datavalue":{"value":{"time":"+2019-12-18T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2280559$16CE066E-8517-43F9-8FAF-E7909ADDDDB9","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"d77f39697eba77f34e334f2d88ddce02210650a4","datavalue":{"value":"https://projecteuclid.org/euclid.aop/1571731453","type":"string"},"datatype":"url"},"type":"statement","id":"Q2280559$6B0535B5-72FB-441C-A713-854F776DAC41","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"97beddcea45b3a52c22f2f07abd67991c85fbab2","datavalue":{"value":"The authors proved two important theorems about the limiting distributions of the largest entry outside the diagonal of the sample covariance / correlation matrices generated by a random sample from a high-dimensional normal distribution, assuming that: the normal distribution has the equi-correlation structure (with parameter \\(\\rho\\)), that \\(p \\to \\infty\\) and \\(\\log(p) = o(n^{1/3})\\), where \\(p\\) is the random vector dimension and \\(n\\) is the number of observations. The theory developed is exemplified by means of an application to a statistical test involving a high-dimensional normal distribution (testing if the covariance matrix is diagonal). Finally, in the ``discussions'' subsection the authors conclude that behaviors of limiting distributions depend on the value of \\(\\rho\\). The limits are the normal distribution if \\(\\rho\\) is reasonably large; the limiting distributions are the extreme-value distribution if \\(\\rho\\) is tiny. Moreover, the authors also figure out the regime to differentiate the two scenarios.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2280559$39905C87-E766-40B9-8220-58D7A4A58757","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"14519f02fcb30a290b158ea545480f4e5b141af9","datavalue":{"value":{"entity-type":"item","numeric-id":1996761,"id":"Q1996761"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2280559$07FB2A57-3692-437A-A12F-CD06EF2A6B07","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"111e6ab7e1421da23c7541a67fc8b00de58fc7a9","datavalue":{"value":"62E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2280559$643AF7F2-E595-40B0-9DCC-FA84F3247667","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"97f0079be410d40086f507dfb53853e34658a729","datavalue":{"value":"62H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2280559$5432E4E1-5955-4492-8DBA-B3111FD619EB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"bdc6d0880d442fd646c082c9721ab30d50d3f825","datavalue":{"value":"62H15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2280559$EEB8D5DE-DEDA-42E1-9456-B266A73541E8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"06501b652e368cc105ad78a5eac217e38c314cda","datavalue":{"value":"60F05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2280559$BA295DD9-BFF4-45BD-9DE1-C01B4E077603","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e29b15f2aeb7b01c8410df83f5201d00a1a10d57","datavalue":{"value":"62G32","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2280559$0330C59B-DD7A-400D-89E9-5C7480A53B28","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"123053fa6e58939cfd790586e95762425872191d","datavalue":{"value":"7145319","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2280559$CA7B47A7-AC01-40D2-9F4E-76345951E000","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9328d95939932c62f1a4a6d30d9b4200b16688d0","datavalue":{"value":"maximum sample correlation","type":"string"},"datatype":"string"},"type":"statement","id":"Q2280559$81FD5B19-97BC-44B8-B6A8-9E186A1815B5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"011292841bfecc5a96af7eefb5f2207525532434","datavalue":{"value":"phase transition","type":"string"},"datatype":"string"},"type":"statement","id":"Q2280559$4D8CC1A9-D0B3-4A20-ABBD-C793E3CB0A71","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"32d7702ef389bcdb7d5dafe0ad4abe9ba28dc47e","datavalue":{"value":"multivariate normal distribution","type":"string"},"datatype":"string"},"type":"statement","id":"Q2280559$E8969404-4FA2-4493-99ED-F738586B7D3F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5c191580c1278f930255e6f98b63b94170948e61","datavalue":{"value":"Gumbel distribution","type":"string"},"datatype":"string"},"type":"statement","id":"Q2280559$9ACD206F-D047-4B69-9CE5-164078F27459","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"615b3908deaf4a672c5cfb523fdb74d73073c610","datavalue":{"value":"Chen-Stein Poisson approximation","type":"string"},"datatype":"string"},"type":"statement","id":"Q2280559$08707659-CA9D-4C3A-A333-B3C555F080EC","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2280559$4394713E-71DC-4ACA-9218-ABAC3ADC45E2","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"e4d5e6f6b78bc8a29403a1d85acfa22017926f65","datavalue":{"value":{"entity-type":"item","numeric-id":1122210,"id":"Q1122210"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2280559$F82BF70B-C7FA-42EB-8940-226E79FE2531","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b3369aeb331e8ff4fd2afb9e02149037a44dd2b5","datavalue":{"value":{"entity-type":"item","numeric-id":2933868,"id":"Q2933868"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2280559$52EC94C5-CAE4-4317-8D94-45CBF2321654","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"de6ee25ef79f4693d88bedc8659920631a49e026","datavalue":{"value":{"entity-type":"item","numeric-id":638800,"id":"Q638800"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2280559$8A28D58C-4386-4573-B7BD-305FCBFB0A6A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e1a630358cea51f4e59b095e0a68d8a796cb66d0","datavalue":{"value":{"entity-type":"item","numeric-id":413738,"id":"Q413738"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2280559$92450E56-E262-4F25-8575-63AA8DEF7061","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bbe548b77d8f4c6a3184b07a18727c9e16221b86","datavalue":{"value":{"entity-type":"item","numeric-id":1942117,"id":"Q1942117"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2280559$D9A01D83-1BE7-4188-9DBE-D57E0FA65707","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a53c804344916445a4b592c1830076aac4ab46fd","datavalue":{"value":{"entity-type":"item","numeric-id":2443203,"id":"Q2443203"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2280559$D9626C46-B7D2-4C41-A3D6-80DCB9BED7B9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5c7850cea8694b48e15b0797ccbc26a0f46d77cb","datavalue":{"value":{"entity-type":"item","numeric-id":3713374,"id":"Q3713374"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2280559$E7BC59A4-D97A-4BCC-9CB5-65871236205E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"52e7be0b414f0823ca4dff0bac646e1e55d0876e","datavalue":{"value":{"entity-type":"item","numeric-id":1650067,"id":"Q1650067"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2280559$2AA95E88-583B-4F5E-A0D5-8CD33A3D21BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5410ce53537e1eab832d9626d951951707ea341d","datavalue":{"value":{"entity-type":"item","numeric-id":1879895,"id":"Q1879895"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2280559$DBCF79AA-F6BC-4C87-A375-5068E219966D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d254994726e9c695c18cb7a19591ea275b2a0106","datavalue":{"value":{"entity-type":"item","numeric-id":3580453,"id":"Q3580453"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2280559$C1782FFC-0914-4670-A3D5-B31D18F0038C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c527d124aa3f6e78d26d4b245baabc3727efb52a","datavalue":{"value":{"entity-type":"item","numeric-id":1054063,"id":"Q1054063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2280559$3005462B-675B-4A59-85D2-98A0DA7DA7A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d0f8c4ce4b64d7ed9d8ccb1ddd35a0e452923bdc","datavalue":{"value":{"entity-type":"item","numeric-id":5961955,"id":"Q5961955"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2280559$205495A4-2461-450D-A1D3-185C796F8EAC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0aab68648884aa747060650c16f734ae2a5c9389","datavalue":{"value":{"entity-type":"item","numeric-id":444980,"id":"Q444980"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2280559$196DC8CE-407E-4848-964A-5BE5A346DB23","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"77ad1f27a099c95d44adfe341c3d028f1d653379","datavalue":{"value":{"entity-type":"item","numeric-id":2494587,"id":"Q2494587"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2280559$A2471931-F9C7-4DD6-8189-9CEC86E36164","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2c4be45c2230c5b46dc0aeee5aefba423aa4992a","datavalue":{"value":{"entity-type":"item","numeric-id":3293758,"id":"Q3293758"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2280559$0166A8AA-1E46-49C8-8495-316D3BEB67DF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"442149daa9191b17fa2b2fce2ecc98261def3a4a","datavalue":{"value":{"entity-type":"item","numeric-id":2378634,"id":"Q2378634"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2280559$DBA458B4-6E77-4007-9FCE-A9D2AA26C387","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"18faa6154be982d519fdf952993040ce0696867a","datavalue":{"value":{"entity-type":"item","numeric-id":3219581,"id":"Q3219581"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2280559$B0B032D9-3F5B-4A3B-B13B-E62345BC1B76","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ab51407c7722a967a44360a8b5042699e49552c1","datavalue":{"value":{"entity-type":"item","numeric-id":391957,"id":"Q391957"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2280559$1C2131AB-3CE3-48B3-927B-748CAED5E747","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"10bee447db10d5c80cc06516aa85483245fedd76","datavalue":{"value":{"entity-type":"item","numeric-id":2447336,"id":"Q2447336"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2280559$1F9DA513-4409-4DAA-BD9F-841FE44A720D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c96cbee33b96ab2be347911c6366c1c939e3b417","datavalue":{"value":{"entity-type":"item","numeric-id":3595021,"id":"Q3595021"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2280559$959697C0-B4AE-4836-89BE-B846F94F0166","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0f671cd87ee7a223f98416f4c8a8aae954bf6d91","datavalue":{"value":{"entity-type":"item","numeric-id":1879895,"id":"Q1879895"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4bce118fda949be5fa494ef0fdeae128996dcbbd","datavalue":{"value":{"amount":"+0.8902736306190491","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2280559$DA2419A3-DDE3-4FFA-AC98-6D034AC1C0FB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d3b1057357b3e4bdc1137105c4d2430a2454950b","datavalue":{"value":{"entity-type":"item","numeric-id":3595021,"id":"Q3595021"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"304e1bfbc9c5cdb0b8134a2ec2e73952f47a8390","datavalue":{"value":{"amount":"+0.8849086761474609","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2280559$F5558D62-3C67-4144-AA70-CC9EEA5E6219","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"374aa9d72869e8620db2f394fb6aa7cac13ff406","datavalue":{"value":{"entity-type":"item","numeric-id":444980,"id":"Q444980"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f147e6a4a7e9c6059f44e1ed54173460823bc712","datavalue":{"value":{"amount":"+0.8475797772407532","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2280559$47A37844-D93E-4E5D-BDD1-175697FD7C1E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e28aff1bf13d924512ed621ec819afefa20710f3","datavalue":{"value":{"entity-type":"item","numeric-id":5961955,"id":"Q5961955"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b5b8438ca154dd3cdca8ef09aeb57de7ddec15a0","datavalue":{"value":{"amount":"+0.8386193513870239","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2280559$66DA6BB1-2F5B-4A51-8DB9-CAC3238B19BE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"407fdbd7467b04831af5f8982ae76a03ca46681d","datavalue":{"value":{"entity-type":"item","numeric-id":2082651,"id":"Q2082651"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c34d848de75c72904aed572ea10ff647a1ecc897","datavalue":{"value":{"amount":"+0.82850581407547","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2280559$1B89D6A5-2EF2-4DD9-B72E-E58D366AE6B7","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Largest entries of sample correlation matrices from equi-correlated normal populations","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Largest_entries_of_sample_correlation_matrices_from_equi-correlated_normal_populations"}}}}}