A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients (Q1059953): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 03:03, 5 March 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
