The empirical distribution of a large number of correlated normal variables (Q5367435)
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scientific article; zbMATH DE number 6790920
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| English | The empirical distribution of a large number of correlated normal variables |
scientific article; zbMATH DE number 6790920 |
Statements
The Empirical Distribution of a Large Number of Correlated Normal Variables (English)
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13 October 2017
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empirical cumulative distribution function (ecdf)
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asymptotic approximation
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dependent random variables
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empirical null
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factor analysis
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high-dimensional data
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strong correlation
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0.7808787822723389
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0.7710172533988953
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0.7631959319114685
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0.759221613407135
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