On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence (Q6084694)
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scientific article; zbMATH DE number 7761601
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence |
scientific article; zbMATH DE number 7761601 |
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On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence (English)
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6 November 2023
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Hoeffding decomposition
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Kendall's rank correlation matrix
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limiting spectral distribution
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random matrix theory
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