Concepedia

Necessary and sufficient conditions for the asymptotic distribution of the largest entry of a sample correlation matrix

Deli Li, Weidong Liu, Andrew Rosalsky

Probability Theory and Related Fields · 2009 · 47 citations · 11 references

DOIFull text

Open access

Concepts

References

11

Limit Theorems of Probability Theory: Sequences of Independent Random Variables.

Vygantas Paulauskas, V. V. Petrov · Journal of the American Statistical Association · 1996 · 649 citations

, , +8

The Central Limit Theorem for Real and Banach Valued Random Variables

David Aldous, A. Araujo, Evarist Giné et al. · Technometrics · 1981 · 590 citations

, , +6

Large Deviations of Sums of Independent Random Variables

S. V. Nagaev · The Annals of Probability · 1979 · 519 citations

, , +13

When is the Student $t$-statistic asymptotically standard normal?

Evarist Giné, Friedrich Götze, David M. Mason · The Annals of Probability · 1997 · 235 citations · Full text

, , +4

The asymptotic distributions of the largest entries of sample correlation matrices

The Annals of Applied Probability · 2004 · 117 citations · Full text

, , +15