Limiting spectral distribution of large dimensional Spearman's rank correlation matrices (Q2146458)
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scientific article; zbMATH DE number 7542999
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| English | Limiting spectral distribution of large dimensional Spearman's rank correlation matrices |
scientific article; zbMATH DE number 7542999 |
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Limiting spectral distribution of large dimensional Spearman's rank correlation matrices (English)
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16 June 2022
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Kendall's correlation
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limiting spectral distribution
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random matrix theory
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Spearman's correlation
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0.8552507162094116
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0.828048050403595
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0.8069930076599121
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0.7955934405326843
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