典型文献
The Asymptotic Distributions of the Largest Entries of Sample Correlation Matrices under an α-mixing Assumption
文献摘要：
Let{Xk,i;k≥1,i≥1}be an array of random variables,{Xk;k≥1}be a strictly stationary a-mixing sequence,where Xk =(Xk,1,Xk,2,…).Let{pn;n≥1}be a sequence of positive integers such that C1≤n/pn≤C2,where c1,C2＞0.In this paper,we obtain the asymptotic distributions of the largest entries Ln = max1≤i＜j≤pn |(ρ)(n)ij | of the sample correlation matrices,where(ρ)(n)ij denotes the Pearson correlation coefficient between X(i)and X(j),X(i)=(X1,i,X2,i,…)′.The asymptotic distributions of Ln is derived by using the Chen-Stein Poisson approximation method.
文献关键词：
中图分类号：
作者姓名：
Hao Zhu ZHAO;Yong ZHANG
作者机构：
School of Mathematics,Jilin University,Changchun 130012,P.R.China
文献出处：
引用格式：
[1]Hao Zhu ZHAO;Yong ZHANG-.The Asymptotic Distributions of the Largest Entries of Sample Correlation Matrices under an α-mixing Assumption)[J].数学学报（英文版）,2022(11):2039-2056
A类：
Entries,Xk
B类：
Asymptotic,Distributions,Largest,Sample,Correlation,Matrices,under,mixing,Assumption,Let,array,random,variables,strictly,stationary,sequence,where,pn,positive,integers,such,that,C1,C2,c1,In,this,paper,obtain,asymptotic,distributions,largest,entries,Ln,max1,ij,sample,correlation,matrices,denotes,coefficient,between,X1,X2,derived,by,using,Chen,Stein,Poisson,approximation,method
AB值：
0.599527
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