Necessary and sufficient conditions for the asymptotic distribution of the largest entry of a sample correlation matrix
DOI10.1007/S00440-009-0220-ZzbMATH Open1210.62010OpenAlexW2118443367MaRDI QIDQ5961955FDOQ5961955
Deli Li, Weidong Liu, Andrew Rosalsky
Publication date: 16 September 2010
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00440-009-0220-z
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asymptotic distributionweak law of large numbersPearson correlation coefficienttest statisticsrandom vectorweak law of the logarithm
Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)
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- Asymptotic distribution of the largest off-diagonal entry of correlation matrices
- Laws of large numbers for quadratic forms, maxima of products and truncated sums of i.i.d. random variables
- Necessary and sufficient conditions for the strong law of large numbers for \(U\)-statistics.
Cited In (22)
- Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- Testing independence in high dimensions with sums of rank correlations
- Phase transition in limiting distributions of coherence of high-dimensional random matrices
- Spectral Properties of Rescaled Sample Correlation Matrix
- Asymptotic theory for maximum deviations of sample covariance matrix estimates
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
- Maximum interpoint distance of high-dimensional random vectors
- Asymptotic properties of a correlation matrix under a two-step monotone incomplete sample
- Limiting distributions of largest entries of sample co-variance matrices from 1-dependent normal populations
- Asymptotic distribution of the largest off-diagonal entry of correlation matrices
- Asymptotic analysis for extreme eigenvalues of principal minors of random matrices
- The asymptotic distributions of the largest entries of sample correlation matrices under an \(\alpha\)-mixing assumption
- Asymptotic distribution of the maximum interpoint distance for high-dimensional data
- Large sample correlation matrices: a comparison theorem and its applications
- 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
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
- Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics
- On Jiang's asymptotic distribution of the largest entry of a sample correlation matrix
- Asymptotic power of Rao's score test for independence in high dimensions
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