The asymptotic variance matrices of the sample correlation matrix in elliptical and normal situations and their proportionality (Q1914224)
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English | The asymptotic variance matrices of the sample correlation matrix in elliptical and normal situations and their proportionality |
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The asymptotic variance matrices of the sample correlation matrix in elliptical and normal situations and their proportionality (English)
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14 August 1996
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elliptical distribution
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normal distribution
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asymptotic variance matrices
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sample correlation matrix
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proportionality result
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