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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    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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