Pages that link to "Item:Q5961955"
From MaRDI portal
The following pages link to Necessary and sufficient conditions for the asymptotic distribution of the largest entry of a sample correlation matrix (Q5961955):
Displayed 6 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)
- On Jiang's asymptotic distribution of the largest entry of a sample correlation matrix (Q444980) (← links)
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices (Q638800) (← links)
- Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices (Q2447336) (← links)
- Asymptotic theory for maximum deviations of sample covariance matrix estimates (Q2447660) (← links)