Please use this identifier to cite or link to this item: https://doi.org/10.1090/S0002-9947-07-04192-X
Title: Asymptotic distribution of the largest off-diagonal entry of correlation matrices
Authors: Zhou, W. 
Keywords: Chen-Stein method
Moderate deviations
Sample correlation matrices
Spearman's rank correlation matrices
Issue Date: Nov-2007
Citation: 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
Abstract: Suppose that we have n observations from a p-dimensional population. We are interested in testing that the p variates of the population are independent under the situation where p goes to infinity as n → ∞. A test statistic is chosen to be Ln = max1≤i
Source Title: Transactions of the American Mathematical Society
URI: http://scholarbank.nus.edu.sg/handle/10635/105020
ISSN: 00029947
DOI: 10.1090/S0002-9947-07-04192-X
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