Limiting spectral distribution of large dimensional Spearman's rank correlation matrices

DOI10.1016/J.JMVA.2022.105011zbMath1520.62072arXiv2112.12347WikidataQ114157881 ScholiaQ114157881MaRDI QIDQ6386508

Cheng Wang, Zeyu Wu

Publication date: 22 December 2021

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) Random matrices (probabilistic aspects) (60B20)

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