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
Language | Label | Description | Also known as |
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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 |
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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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