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

MaRDI QIDQ5320186zbMATH OpenFDO

Authors Weidong Liu, Zhengyan Lin

Publication date 22 July 2009

zbMATH Keywords

Stein-Chen methodmixing sequencessample correlation matrix

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

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• 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.
• Asymptotic theory for maximum deviations of sample covariance matrix estimates
• 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
• Large sample correlation matrices: a comparison theorem and its applications
• Limit laws for the maximum interpoint distance under a 1-dependent assumption

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