The asymptotic distributions of the largest entries of sample correlation matrices under an -mixing assumption

DOI10.1007/S10114-022-0643-3MaRDI QIDQ2106858zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 29 November 2022

Published in Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10114-022-0643-3

zbMATH Keywords

\(\alpha\)-mixing sequenceChen-Stein methodsample correlation matrices

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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Cites work

• A note on moment bounds for strong mixing sequences
• Approximation theorems for strongly mixing random variables
• Asymptotic distribution of the largest off-diagonal entry of correlation matrices
• Asymptotic Theory of Weakly Dependent Random Processes
• Further research on complete moment convergence for moving average process of a class of random variables
• Largest entries of sample correlation matrices from equi-correlated normal populations
• Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
• Necessary and sufficient conditions for the asymptotic distribution of the largest entry of a sample correlation matrix
• Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices
• On Jiang's asymptotic distribution of the largest entry of a sample correlation matrix
• On the accuracy of normal approximation in the invariance principle
• Phase transition in limiting distributions of coherence of high-dimensional random matrices
• Some strong limit theorems for the largest entries of sample correlation matrices
• The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization
• The asymptotic distributions of the largest entries of sample correlation matrices under dependence assumptions
• The asymptotic distributions of the largest entries of sample correlation matrices.
• Two moments suffice for Poisson approximations: The Chen-Stein method

Cited in

(6)

• The asymptotic distributions of the largest entries of sample correlation matrices under dependence assumptions
• Limiting distributions of largest entries of sample co-variance matrices from 1-dependent normal populations
• Limit laws for the maximum interpoint distance under a 1-dependent assumption
• Largest magnitude for off-diagonal auto-correlation coefficients in high dimensional framework
• Berry-Esseen bounds for the max test statistic in high-dimensional panel data
• Asymptotic properties of a correlation matrix under a two-step monotone incomplete sample

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