Some strong limit theorems for the largest entries of sample correlation matrices

DOI10.1214/105051605000000773zbMath1098.60034arXivmath/0603334MaRDI QIDQ2494587

Andrew Rosalsky, De Li Li

Publication date: 29 June 2006

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0603334

Mathematics Subject Classification ID

60F15: Strong limit theorems

Related Items

Necessary and sufficient conditions for the asymptotic distribution of the largest entry of a sample correlation matrix, Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions, Phase transition in limiting distributions of coherence of high-dimensional random matrices, On Jiang's asymptotic distribution of the largest entry of a sample correlation matrix, Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices, Extremes of weighted Brownian bridges in increasing dimension, Limiting behavior of largest entry of random tensor constructed by high-dimensional data, Point process convergence for the off-diagonal entries of sample covariance matrices, Largest entries of sample correlation matrices from equi-correlated normal populations, A Darling-Erdős type result for stationary ellipsoids, Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices, Asymptotic theory for maximum deviations of sample covariance matrix estimates, The entries of circular orthogonal ensembles

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