Moderate deviation principle for the determinant of sample correlation matrix (Q6963057)
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scientific article; zbMATH DE number 8060489
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| English | Moderate deviation principle for the determinant of sample correlation matrix |
scientific article; zbMATH DE number 8060489 |
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Moderate deviation principle for the determinant of sample correlation matrix (English)
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8 July 2025
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asymptotic distribution
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likelihood ratio test
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moderate deviation principle
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multivariate normal distribution
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sample correlation matrix
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