On Jiang's asymptotic distribution of the largest entry of a sample correlation matrix

DOI10.1016/j.jmva.2012.04.002zbMath1275.62037arXiv1011.3164MaRDI QIDQ444980

Andrew Rosalsky, Yongcheng Qi, De Li Li

Publication date: 24 August 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.3164

zbMATH Keywords

Pearson correlation coefficient; law of the logarithm; second moment problem

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62H20: Measures of association (correlation, canonical correlation, etc.)

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