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

mixing sequencessample correlation matrixStein-Chen method

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

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

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