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