Determinant of sample correlation matrix with application (Q2415503)
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scientific article; zbMATH DE number 7057457
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| English | Determinant of sample correlation matrix with application |
scientific article; zbMATH DE number 7057457 |
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Determinant of sample correlation matrix with application (English)
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22 May 2019
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central limit theorem
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sample correlation matrix
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smallest eigenvalue
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multivariate normal distribution
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moment generating function
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0.8235949873924255
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0.8196462988853455
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0.8187922239303589
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0.8187711834907532
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0.7982569932937622
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