The asymptotic variance matrices of the sample correlation matrix in elliptical and normal situations and their proportionality
type: Item
instance of: scholarly article
title: The asymptotic variance matrices of the sample correlation matrix in elliptical and normal situations and their proportionality
zbMATH Open document ID: 0843.62020
DOI: 10.1016/0024-3795(95)00351-7
author: Heinz Neudecker
published in: Linear Algebra and its Applications
publication date: 1996-08-14T00:00:00Z
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 62H15
zbMATH DE Number: 885065
zbMATH Keywords: elliptical distribution
zbMATH Keywords: normal distribution
zbMATH Keywords: asymptotic variance matrices
zbMATH Keywords: sample correlation matrix
zbMATH Keywords: proportionality result
MaRDI profile type: Publication
full work available at URL: 0024-3795(95)00351-7
OpenAlex ID: W2062737963
cites work: Q3255781
cites work: An Asymptotic | chi 2 Test for the Equality of Two Correlation Matrices
cites work: Q3219581
cites work: The asymptotic variance matrix of the sample correlation matrix
cites work: Q4039798
description: scientific article; zbMATH DE number 885065