Phase transition in limiting distributions of coherence of high-dimensional random matrices (Q413738): Difference between revisions
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| Property / author: T. Tony Cai / rank | |||
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| Property / Mathematics Subject Classification ID: 60B20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62H12 / rank | |||
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| Property / Mathematics Subject Classification ID: 60F05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62H10 / rank | |||
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| Property / zbMATH DE Number: 6031335 / rank | |||
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| Property / zbMATH Keywords | |||
coherence | |||
| Property / zbMATH Keywords: coherence / rank | |||
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correlation coefficient | |||
| Property / zbMATH Keywords: correlation coefficient / rank | |||
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limiting distribution | |||
| Property / zbMATH Keywords: limiting distribution / rank | |||
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maximum | |||
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phase transition | |||
| Property / zbMATH Keywords: phase transition / rank | |||
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random matrix | |||
| Property / zbMATH Keywords: random matrix / rank | |||
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sample correlation matrix | |||
| Property / zbMATH Keywords: sample correlation matrix / rank | |||
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Chen-Stein method | |||
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Revision as of 19:09, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Phase transition in limiting distributions of coherence of high-dimensional random matrices |
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Phase transition in limiting distributions of coherence of high-dimensional random matrices (English)
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7 May 2012
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coherence
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correlation coefficient
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limiting distribution
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maximum
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phase transition
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random matrix
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sample correlation matrix
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Chen-Stein method
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