Asymptotic distribution of the largest off-diagonal entry of correlation matrices

10.1090/S0002-9947-07-04192-X

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Main Author: Zhou, W.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
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Online Access:http://scholarbank.nus.edu.sg/handle/10635/105020
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-1050202023-10-29T20:08:38Z Asymptotic distribution of the largest off-diagonal entry of correlation matrices Zhou, W. STATISTICS & APPLIED PROBABILITY Chen-Stein method Moderate deviations Sample correlation matrices Spearman's rank correlation matrices 10.1090/S0002-9947-07-04192-X Transactions of the American Mathematical Society 359 11 5345-5363 2014-10-28T05:10:20Z 2014-10-28T05:10:20Z 2007-11 Article Zhou, W. (2007-11). Asymptotic distribution of the largest off-diagonal entry of correlation matrices. Transactions of the American Mathematical Society 359 (11) : 5345-5363. ScholarBank@NUS Repository. https://doi.org/10.1090/S0002-9947-07-04192-X 00029947 http://scholarbank.nus.edu.sg/handle/10635/105020 000249224700010 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Chen-Stein method
Moderate deviations
Sample correlation matrices
Spearman's rank correlation matrices
spellingShingle Chen-Stein method
Moderate deviations
Sample correlation matrices
Spearman's rank correlation matrices
Zhou, W.
Asymptotic distribution of the largest off-diagonal entry of correlation matrices
description 10.1090/S0002-9947-07-04192-X
author2 STATISTICS & APPLIED PROBABILITY
author_facet STATISTICS & APPLIED PROBABILITY
Zhou, W.
format Article
author Zhou, W.
author_sort Zhou, W.
title Asymptotic distribution of the largest off-diagonal entry of correlation matrices
title_short Asymptotic distribution of the largest off-diagonal entry of correlation matrices
title_full Asymptotic distribution of the largest off-diagonal entry of correlation matrices
title_fullStr Asymptotic distribution of the largest off-diagonal entry of correlation matrices
title_full_unstemmed Asymptotic distribution of the largest off-diagonal entry of correlation matrices
title_sort asymptotic distribution of the largest off-diagonal entry of correlation matrices
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/105020
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