The asymptotic distributions of the largest entries of sample correlation matrices.

DOI10.1214/105051604000000143zbMath1047.60014arXivmath/0406184OpenAlexW3098247475MaRDI QIDQ1879895

Publication date: 15 September 2004

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0406184

zbMATH Keywords

maxima moderate deviations Chen-Stein method sample correlation matrices

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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