A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients (Q1059953)
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scientific article; zbMATH DE number 3905658
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients |
scientific article; zbMATH DE number 3905658 |
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A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients (English)
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1985
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The asymptotic covariance matrix of the sample correlation matrix is derived in matrix form as an application of some new matrix theory in multivariate statistics.
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asymptotic covariance matrix
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sample correlation matrix
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