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Volumn 148, Issue 1, 2010, Pages 5-35

Necessary and sufficient conditions for the asymptotic distribution of the largest entry of a sample correlation matrix

Author keywords

Asymptotic distribution; Largest entries of sample correlation matrices; Weak law of large numbers; Weak law of the logarithm

Indexed keywords


EID: 77953702255     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00440-009-0220-z     Document Type: Article
Times cited : (38)

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    • Asymptotic distribution of the largest off-diagonal entry of correlation matrices
    • Zhou W.: Asymptotic distribution of the largest off-diagonal entry of correlation matrices. Trans. Am. Math. Soc. 359, 5345-5363 (2007).
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.