High dimensional correlation matrices : CLT and its applications
Year of publication: |
November 2014
|
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Authors: | Gao, Jiti ; Han, Xiao ; Pan, Guangming ; Yang, Yanrong |
Publisher: |
Victoria : Monash University, Department of Econometrics and Business Statistics |
Subject: | Central limit theorem | equivalence test | high dimensional correlation matrix | independence test | linear spectral statistics | Korrelation | Correlation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Statistische Methodenlehre | Statistical theory |
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