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2003.03857
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Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations
8 March 2020
Johannes Heiny
Jianfeng Yao
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ArXiv (abs)
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Papers citing
"Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations"
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Title
Asymptotic Distributions of Largest Pearson Correlation Coefficients under Dependent Structures
Tiefeng Jiang
T. Pham
86
2
0
25 Apr 2023
1