Necessary and sufficient conditions for the asymptotic distribution of the largest entry of a sample correlation matrix

DOI10.1007/s00440-009-0220-zzbMath1210.62010MaRDI QIDQ5961955

De Li Li, Wei-Dong Liu, Andrew Rosalsky

Publication date: 16 September 2010

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-009-0220-z

zbMATH Keywords

asymptotic distribution; random vector; weak law of large numbers; Pearson correlation coefficient; test statistics; weak law of the logarithm

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

60F05: Central limit and other weak theorems

62H20: Measures of association (correlation, canonical correlation, etc.)

60F15: Strong limit theorems

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