The asymptotic distributions of the largest entries of sample correlation matrices under dependence assumptions

zbMATH Open1174.60005MaRDI QIDQ5320186FDOQ5320186

Authors: Weidong Liu, Zhengyan Lin 

Publication date: 22 July 2009

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zbMATH Keywords

Stein-Chen methodmixing sequencessample correlation matrix

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cited In (8)

• Necessary and sufficient conditions for the asymptotic distribution of the largest entry of a sample correlation matrix
• The asymptotic distributions of the largest entries of sample correlation matrices.
• Some strong limit theorems for the largest entries of sample correlation matrices
• Asymptotic properties of a correlation matrix under a two-step monotone incomplete sample
• Asymptotic distribution of the largest off-diagonal entry of correlation matrices
• The asymptotic distributions of the largest entries of sample correlation matrices under an \(\alpha\)-mixing assumption
• Limit laws for the maximum interpoint distance under a 1-dependent assumption
• Large sample correlation matrices: a comparison theorem and its applications

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