Pages that link to "Item:Q2280559"
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The following pages link to Largest entries of sample correlation matrices from equi-correlated normal populations (Q2280559):
Displaying 14 items.
- Asymptotic distribution of the maximum interpoint distance for high-dimensional data (Q2081743) (← links)
- Large sample correlation matrices: a comparison theorem and its applications (Q2082651) (← links)
- The asymptotic distributions of the largest entries of sample correlation matrices under an \(\alpha\)-mixing assumption (Q2106858) (← links)
- On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime (Q2111066) (← links)
- Limiting behavior of largest entry of random tensor constructed by high-dimensional data (Q2209327) (← links)
- A Dichotomous Behavior of Guttman-Kaiser Criterion from Equi-Correlated Normal Population (Q5876942) (← links)
- CORRELATION MATRIX OF EQUI-CORRELATED NORMAL POPULATION: FLUCTUATION OF THE LARGEST EIGENVALUE, SCALING OF THE BULK EIGENVALUES, AND STOCK MARKET (Q6095475) (← links)
- Strong limit theorem for largest entry of large-dimensional random tensor (Q6192470) (← links)
- Asymptotic independence of the sum and maximum of dependent random variables with applications to high-dimensional tests (Q6593385) (← links)
- Maximum interpoint distance of high-dimensional random vectors (Q6632617) (← links)
- Limiting distributions of largest entries of sample co-variance matrices from 1-dependent normal populations (Q6634807) (← links)
- Two-sample test of stochastic block models via the maximum sampling entry-wise deviation (Q6643292) (← links)
- Large sample correlation matrices with unbounded spectrum (Q6656667) (← links)
- Limit laws for the maximum interpoint distance under a 1-dependent assumption (Q6671988) (← links)
