Spectral statistics of large dimensional Spearman's rank correlation matrix and its application (Q892251)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral statistics of large dimensional Spearman's rank correlation matrix and its application |
scientific article |
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Spectral statistics of large dimensional Spearman's rank correlation matrix and its application (English)
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18 November 2015
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Spearman's rank correlation matrix
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nonparametric method
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linear spectral statistics
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central limit theorem
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independence test
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random matrix
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