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Publication:3502462
zbMath1135.62009MaRDI QIDQ3502462
Publication date: 23 May 2008
Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J18N2/J18N22/J18N22.html
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random matrix theorylimiting spectral distributionfinite populationsAR(1) modelsample covariance matricessample correlation matricesSpearman's rank correlation matrices
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) Inference from stochastic processes and spectral analysis (62M15)
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