Spectral statistics of large dimensional Spearman's rank correlation matrix and its application (Q892251)
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scientific article; zbMATH DE number 6511424
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| English | Spectral statistics of large dimensional Spearman's rank correlation matrix and its application |
scientific article; zbMATH DE number 6511424 |
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Spectral statistics of large dimensional Spearman's rank correlation matrix and its application (English)
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18 November 2015
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Spearman's rank correlation matrix
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nonparametric method
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linear spectral statistics
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central limit theorem
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independence test
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random matrix
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0.8552507162094116
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0.8330792188644409
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0.774034857749939
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0.7718501091003418
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0.7694064378738403
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