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Limiting distributions for eigenvalues of sample correlation matrices
  from heavy-tailed populations
v1v2 (latest)

Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations

8 March 2020
Johannes Heiny
Jianfeng Yao
ArXiv (abs)PDFHTML

Papers citing "Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations"

1 / 1 papers shown
Title
Asymptotic Distributions of Largest Pearson Correlation Coefficients
  under Dependent Structures
Asymptotic Distributions of Largest Pearson Correlation Coefficients under Dependent Structures
Tiefeng Jiang
T. Pham
86
2
0
25 Apr 2023
1