Necessary and sufficient conditions for the asymptotic distribution of the largest entry of a sample correlation matrix

DOI10.1007/s00440-009-0220-zzbMath1210.62010OpenAlexW2118443367MaRDI QIDQ5961955

De Li Li, Wei-Dong Liu, Andrew Rosalsky

Publication date: 16 September 2010

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-009-0220-z

zbMATH Keywords

asymptotic distributionrandom vectorweak law of large numbersPearson correlation coefficienttest statisticsweak law of the logarithm

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Measures of association (correlation, canonical correlation, etc.) (62H20) Strong limit theorems (60F15)

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