A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients
type: Item
instance of: scholarly article
title: A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients
zbMATH Open document ID: 0567.62039
DOI: 10.1016/0024-3795(85)90191-0
published in: Linear Algebra and its Applications
publication date: 1985-01-01T00:00:00Z
review text: The asymptotic covariance matrix of the sample correlation matrix is derived in matrix form as an application of some new matrix theory in multivariate statistics.
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62H20
zbMATH DE Number: 3905658
zbMATH Keywords: asymptotic covariance matrix
zbMATH Keywords: sample correlation matrix
author: Daan G. Nel
MaRDI profile type: Publication
full work available at URL: 0024-3795(85)90191-0
OpenAlex ID: W2069285483
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description: scientific article; zbMATH DE number 3905658