Asymptotic distribution of the largest off-diagonal entry of correlation matrices (Q3595021)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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