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High-dimensional Edgeworth expansion of the determinant of sample correlation matrix and its error bound - MaRDI portal

High-dimensional Edgeworth expansion of the determinant of sample correlation matrix and its error bound (Q5086635)

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scientific article; zbMATH DE number 7553834
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High-dimensional Edgeworth expansion of the determinant of sample correlation matrix and its error bound
scientific article; zbMATH DE number 7553834

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    High-dimensional Edgeworth expansion of the determinant of sample correlation matrix and its error bound (English)
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    6 July 2022
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    sample correlation matrix
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    high-dimensional approximation
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    Edgeworth expansion
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    error bound
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