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|Title:||Asymptotic distribution of the largest off-diagonal entry of correlation matrices||Authors:||Zhou, W.||Keywords:||Chen-Stein method
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|
|Appears in Collections:||Staff Publications|
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