The Empirical Distribution of a Large Number of Correlated Normal Variables (Q5367435)
From MaRDI portal
scientific article; zbMATH DE number 6790920
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Empirical Distribution of a Large Number of Correlated Normal Variables |
scientific article; zbMATH DE number 6790920 |
Statements
The Empirical Distribution of a Large Number of Correlated Normal Variables (English)
0 references
13 October 2017
0 references
empirical cumulative distribution function (ecdf)
0 references
asymptotic approximation
0 references
dependent random variables
0 references
empirical null
0 references
factor analysis
0 references
high-dimensional data
0 references
strong correlation
0 references
