Approximations to the distribution of the sample correlation matrix (Q1400011)
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scientific article; zbMATH DE number 1957365
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations to the distribution of the sample correlation matrix |
scientific article; zbMATH DE number 1957365 |
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Approximations to the distribution of the sample correlation matrix (English)
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30 July 2003
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multivariate cumulants
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multivariate Taylor expansion
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matrix derivative
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characteristic function of random matrix
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multivariate density approximation
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