A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients (Q1059953): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1340288 |
||
Property / author | |||
Property / author: Daan G. Nel / rank | |||
Revision as of 15:38, 27 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients |
scientific article |
Statements
A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients (English)
0 references
1985
0 references
The asymptotic covariance matrix of the sample correlation matrix is derived in matrix form as an application of some new matrix theory in multivariate statistics.
0 references
asymptotic covariance matrix
0 references
sample correlation matrix
0 references