Pages that link to "Item:Q444980"

The following pages link to On Jiang's asymptotic distribution of the largest entry of a sample correlation matrix (Q444980):

Displaying 14 items.

• Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
• Phase transition in limiting distributions of coherence of high-dimensional random matrices (Q413738) (← links)
• Asymptotic power of Rao's score test for independence in high dimensions (Q1715529) (← links)
• Testing independence in high dimensions with sums of rank correlations (Q1747739) (← links)
• Asymptotic analysis for extreme eigenvalues of principal minors of random matrices (Q2075335) (← links)
• Asymptotic distribution of the maximum interpoint distance for high-dimensional data (Q2081743) (← links)
• Large sample correlation matrices: a comparison theorem and its applications (Q2082651) (← links)
• The asymptotic distributions of the largest entries of sample correlation matrices under an \(\alpha\)-mixing assumption (Q2106858) (← links)
• Limiting behavior of largest entry of random tensor constructed by high-dimensional data (Q2209327) (← links)
• Point process convergence for the off-diagonal entries of sample covariance matrices (Q2240824) (← links)
• Largest entries of sample correlation matrices from equi-correlated normal populations (Q2280559) (← links)
• Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices (Q2447336) (← links)
• Max-sum test based on Spearman's footrule for high-dimensional independence tests (Q6170540) (← links)
• Logarithmic law of large random correlation matrices (Q6178564) (← links)