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  • Search: subject:"high dimensional correlation matrix"
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Year of publication
Subject
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Central limit theorem 2 equivalence test 2 high dimensional correlation matrix 2 independence test 2 linear spectral statistics 2 Correlation 1 Estimation theory 1 Korrelation 1 Linear algebra 1 Lineare Algebra 1 Schätztheorie 1 Statistical test 1 Statistical theory 1 Statistische Methodenlehre 1 Statistischer Test 1 Time series analysis 1 Zeitreihenanalyse 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1 Undetermined 1
Author
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Gao, Jiti 2 Han, Xiao 2 Pan, Guangming 2 Yang, Yanrong 2
Institution
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Department of Econometrics and Business Statistics, Monash Business School 1
Published in...
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Monash Econometrics and Business Statistics Working Papers 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
Cover Image
High Dimensional Correlation Matrices: CLT and Its Applications
Gao, Jiti; Han, Xiao; Pan, Guangming; Yang, Yanrong - Department of Econometrics and Business Statistics, … - 2014
Statistical inferences for sample correlation matrices are important in high dimensional data analysis. Motivated by this, this paper establishes a new central limit theorem (CLT) for a linear spectral statistic (LSS) of high dimensional sample correlation matrices for the case where the...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011093869
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Cover Image
High dimensional correlation matrices : CLT and its applications
Gao, Jiti; Han, Xiao; Pan, Guangming; Yang, Yanrong - 2014
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011781035
Saved in:
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