Asymptotic distributions of largest Pearson correlation coefficients under dependent structures

DOI10.1214/24-AOS2462MaRDI QIDQ6946129zbMATH OpenFDO

Authors Tiefeng Jiang, Tuan Pham

Publication date 7 August 2025

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/annals-of-statistics/volume-53/issue-3/Asymptotic-distributions-of-largest-Pearson-correlation-coefficients-under-dependent-structures/10.1214/24-AOS2462.full

zbMATH Keywords

extreme valuesuniform central limit theoremsample correlation matrixhigh-dimensional testing

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

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