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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 |
| Appears in Collections: | Staff Publications |
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