메뉴 건너뛰기




Volumn 16, Issue 1, 2006, Pages 423-447

Some strong limit theorems for the largest entries of sample correlation matrices

Author keywords

Almost sure convergence; Largest entries of sample correlation matrices; Law of the logarithm; Strong law of large numbers

Indexed keywords


EID: 33645677536     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/105051605000000773     Document Type: Article
Times cited : (35)

References (13)
  • 1
  • 2
    • 33645688748 scopus 로고
    • English translation
    • MR331484
    • English translation in Vestnik Leningrad Univ. Math. 5 (1978) 197-210. MR331484
    • (1978) Vestnik Leningrad Univ. Math. , vol.5 , pp. 197-210
  • 4
    • 0002005293 scopus 로고
    • Two moments suffice for Poisson approximations: The Chen-Stein method
    • MR972770
    • ARRATIA, R., GOLDSTEIN, L. and GORDON, L. (1989). Two moments suffice for Poisson approximations: The Chen-Stein method. Ann. Probab. 17 9-25. MR972770
    • (1989) Ann. Probab. , vol.17 , pp. 9-25
    • Arratia, R.1    Goldstein, L.2    Gordon, L.3
  • 5
    • 84968512234 scopus 로고
    • Convergence rates in the law of large numbers
    • MR198524
    • BAUM, L. E. and KATZ, M. (1965). Convergence rates in the law of large numbers. Trans. Amer. Math. Soc. 120 108-123. MR198524
    • (1965) Trans. Amer. Math. Soc. , vol.120 , pp. 108-123
    • Baum, L.E.1    Katz, M.2
  • 7
    • 0001017771 scopus 로고
    • Sums of independent Banach space valued random variables
    • MR356155
    • HOFFMANN-JØRGENSEN, J. (1974). Sums of independent Banach space valued random variables. Studia Math. 52 159-186. MR356155
    • (1974) Studia Math. , vol.52 , pp. 159-186
    • Hoffmann-Jørgensen, J.1
  • 8
    • 11244330494 scopus 로고    scopus 로고
    • The asymptotic distributions of the largest entries of sample correlation matrices
    • MR2052906
    • JIANG, T. (2004). The asymptotic distributions of the largest entries of sample correlation matrices. Ann. Appl. Probab. 14 865-880. MR2052906
    • (2004) Ann. Appl. Probab. , vol.14 , pp. 865-880
    • Jiang, T.1
  • 9
    • 0035641726 scopus 로고    scopus 로고
    • On the distribution of the largest eigenvalue in principal components analysis
    • MR1863961
    • JOHNSTONE, I. M. (2001). On the distribution of the largest eigenvalue in principal components analysis. Ann. Statist. 29 295-327. MR1863961
    • (2001) Ann. Statist. , vol.29 , pp. 295-327
    • Johnstone, I.M.1
  • 10
    • 0000400695 scopus 로고
    • Limit theorems for delayed sums
    • MR356193
    • LAI, T. L. (1974). Limit theorems for delayed sums. Ann. Probab. 2 432-440. MR356193
    • (1974) Ann. Probab. , vol.2 , pp. 432-440
    • Lai, T.L.1
  • 11
    • 17844393074 scopus 로고    scopus 로고
    • Precise lim sup behavior of probabilities of large deviations for sums of i.i.d. random variables
    • MR2128774
    • Li, D. and ROSALSKY, A. (2004). Precise lim sup behavior of probabilities of large deviations for sums of i.i.d. random variables. Internat. J. Math. Math. Sci. 2004 3565-3576. MR2128774
    • (2004) Internat. J. Math. Math. Sci. , vol.2004 , pp. 3565-3576
    • Li, D.1    Rosalsky, A.2
  • 13
    • 0009990226 scopus 로고
    • Probabilities of moderate deviations
    • MR203783
    • RUBIN, H. and SETHURAMAN, J. (1965). Probabilities of moderate deviations. Sankhyā Ser. A 27 325-346. MR203783
    • (1965) Sankhyā Ser. A , vol.27 , pp. 325-346
    • Rubin, H.1    Sethuraman, J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.