Asymptotic distribution of the largest off-diagonal entry of correlation matrices
10.1090/S0002-9947-07-04192-X
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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 |
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Chen-Stein method Moderate deviations Sample correlation matrices Spearman's rank correlation matrices |
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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 |
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10.1090/S0002-9947-07-04192-X |
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STATISTICS & APPLIED PROBABILITY |
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STATISTICS & APPLIED PROBABILITY Zhou, W. |
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Article |
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Zhou, W. |
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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 |
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2014 |
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http://scholarbank.nus.edu.sg/handle/10635/105020 |
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1781787978152017920 |