Asymptotic distribution of the largest off-diagonal entry of correlation matrices (Q3595021): Difference between revisions

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Revision as of 12:18, 26 June 2024

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Asymptotic distribution of the largest off-diagonal entry of correlation matrices
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    Asymptotic distribution of the largest off-diagonal entry of correlation matrices (English)
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    9 August 2007
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    sample correlation matrices
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    Spearman's rank correlation matrices
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    Chen-Stein method
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    moderate deviations
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