Determinant of sample correlation matrix with application (Q2415503)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 7057457
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Determinant of sample correlation matrix with application |
scientific article; zbMATH DE number 7057457 |
Statements
Determinant of sample correlation matrix with application (English)
0 references
22 May 2019
0 references
central limit theorem
0 references
sample correlation matrix
0 references
smallest eigenvalue
0 references
multivariate normal distribution
0 references
moment generating function
0 references
0.8235949873924255
0 references
0.8196462988853455
0 references
0.8187922239303589
0 references
0.8187711834907532
0 references
0.7982569932937622
0 references
