Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices (Q2447336)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices |
scientific article |
Statements
Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices (English)
0 references
25 April 2014
0 references
asymptotic distributions
0 references
random matrices
0 references
coherence
0 references
sample correlation matrix
0 references
moderate deviations
0 references
Stein-Chen method
0 references
randomized concentration inequality
0 references
extreme distribution
0 references
law of large numbers
0 references
0 references
