High-dimensional Edgeworth expansion of the determinant of sample correlation matrix and its error bound (Q5086635)
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scientific article; zbMATH DE number 7553834
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| English | High-dimensional Edgeworth expansion of the determinant of sample correlation matrix and its error bound |
scientific article; zbMATH DE number 7553834 |
Statements
High-dimensional Edgeworth expansion of the determinant of sample correlation matrix and its error bound (English)
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6 July 2022
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sample correlation matrix
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high-dimensional approximation
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Edgeworth expansion
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error bound
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0.8235949873924255
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0.8215734362602234
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0.8070021867752075
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0.7827277779579163
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0.7793995141983032
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