Determinant of sample correlation matrix with application (Q2415503)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Determinant of sample correlation matrix with application |
scientific article |
Statements
Determinant of sample correlation matrix with application (English)
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22 May 2019
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central limit theorem
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sample correlation matrix
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smallest eigenvalue
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multivariate normal distribution
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moment generating function
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