Exact sampling distribution of the general case sample correlation matrix
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Cites work
- scientific article; zbMATH DE number 412096 (Why is no real title available?)
- scientific article; zbMATH DE number 976830 (Why is no real title available?)
- scientific article; zbMATH DE number 1391247 (Why is no real title available?)
- scientific article; zbMATH DE number 1414606 (Why is no real title available?)
- Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices
- Approximations to the distribution of the sample correlation matrix
- Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
- Asymptotic expansions for the distributions of statistics based on the sample correlation matrix in principal component analysis
- Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices
- Determinant of sample correlation matrix with application
- Distribution of the determinant of the sample correlation matrix from a mixture normal model
- On the singular gamma, Wishart, and beta matrix‐variate density functions
- Special Functions for Applied Scientists
- Tracy-Widom law for the extreme eigenvalues of sample correlation matrices
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