Determinant of sample correlation matrix with application (Q2415503)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Determinant of sample correlation matrix with application
scientific article

    Statements

    Determinant of sample correlation matrix with application (English)
    0 references
    0 references
    0 references
    22 May 2019
    0 references
    0 references
    0 references
    0 references
    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