The asymptotic distributions of the largest entries of sample correlation matrices

Mathematics

• Correlation Matrix 100%
• Asymptotic Distribution 100%
• Matrix 50%
• Test Statistic 50%
• Random Sample 50%
• Pearson Correlation Coefficient 50%
• Gaussian Distribution 50%
• Multivariate Normal 50%
• Approximation Method 50%
• Population Distribution 50%

Keyphrases

• Asymptotic Distribution 100%
• Sample Correlation Matrix 100%
• Population Distribution 50%
• Approximation Methods 50%
• Pearson Correlation Coefficient 50%
• Non-Gaussian 50%
• Test Statistic 50%
• Data Matrix 50%
• Chen-stein Poisson Approximation 50%
• Multivariate Normal 50%