Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices (Q2447336): Difference between revisions

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Latest revision as of 11:16, 30 July 2024

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Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices
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    Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices (English)
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    25 April 2014
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    asymptotic distributions
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    random matrices
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    coherence
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    sample correlation matrix
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    moderate deviations
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    Stein-Chen method
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    randomized concentration inequality
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    extreme distribution
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    law of large numbers
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