Asymptotic distribution of the largest off-diagonal entry of correlation matrices (Q3595021): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:27, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distribution of the largest off-diagonal entry of correlation matrices |
scientific article |
Statements
Asymptotic distribution of the largest off-diagonal entry of correlation matrices (English)
0 references
9 August 2007
0 references
sample correlation matrices
0 references
Spearman's rank correlation matrices
0 references
Chen-Stein method
0 references
moderate deviations
0 references
