Determinant of sample correlation matrix with application

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(23)

Max-sum tests for cross-sectional independence of high-dimensional panel data
Likelihood ratio tests for many groups in high dimensions
Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices
Spectral Properties of Rescaled Sample Correlation Matrix
High-dimensional Edgeworth expansion of the determinant of sample correlation matrix and its error bound
Some Observations on the Correlation Determinant
Distribution of the determinant of the sample correlation matrix from a mixture normal model
High dimensional correlation matrices: the central limit theorem and its applications
The asymptotic distribution of the determinant of a random correlation matrix
A test for the identity of a high-dimensional correlation matrix based on the \(\ell_4\)-norm
Contiguity under high-dimensional Gaussianity with applications to covariance testing
Logarithmic law of large random correlation matrices
On the distribution of sample scale-free scatter matrices
Exact sampling distribution of the general case sample correlation matrix
Log determinant of large correlation matrices under infinite fourth moment
Numerical algorithms for the asymptotic mean and variance of linear spectral statistics of high-dimensional correlation matrices
Asymptotic distributions of largest Pearson correlation coefficients under dependent structures
Moderate deviation principle for the determinant of sample correlation matrix
A new maximum-type test for high-dimensional correlation matrices
Tests for the significance of a correlation matrix via _a-norms in high-dimensions
Spectral properties of high-dimensional rescaled sample correlation matrices
Largest entries of high-dimensional sample covariance matrix under autoregressive structure: asymptotic theory and phase transition
On the distribution of the determinant of sample correlation matrix from multivariate Gaussian population

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