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

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

10.1090/S0002-9947-07-04192-X

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Bibliographic Details
Main Author: Zhou, W.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Chen-Stein method
Moderate deviations
Sample correlation matrices
Spearman's rank correlation matrices
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105020
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/105020

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