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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    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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