WCORCOV - GENERATION OF SAMPLE CORRELATION COVARIANCE MATRICES

被引：1

|

作者：

LEE, S

机构：

来源：

APPLIED PSYCHOLOGICAL MEASUREMENT | 1988年 / 12卷 / 04期

关键词：

D O I：

10.1177/014662168801200412

中图分类号：

O1 [数学]; C [社会科学总论];

学科分类号：

03 ; 0303 ; 0701 ; 070101 ;

摘要：

引用

收藏

页码：437 / 437

页数：1

相关论文

共 50 条

[1] On the correlation functions of the characteristic polynomials of the hermitian sample covariance matrices
T. Shcherbina
[J]. Probability Theory and Related Fields, 2013, 156 : 449 - 482
[2] On the correlation functions of the characteristic polynomials of the hermitian sample covariance matrices
Shcherbina, T.
[J]. PROBABILITY THEORY AND RELATED FIELDS, 2013, 156 (1-2) : 449 - 482
[3] COMPUTER-PROGRAM TO GENERATE SAMPLE CORRELATION AND COVARIANCE MATRICES
MONTANELLI, RG
[J]. EDUCATIONAL AND PSYCHOLOGICAL MEASUREMENT, 1975, 35 (01) : 195 - 197
[4] Large sample covariance matrices of Gaussian observations with uniform correlation decay
Fleermann, Michael
Heiny, Johannes
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2023, 162 : 456 - 480
[5] Inference for the Covariance and Correlation Matrices of Multivariate Sample Using Wishart Distribution
Nikolova, Anna
Prodanova, Krasimira
[J]. APPLICATIONS OF MATHEMATICS IN ENGINEERING AND ECONOMICS (AMEE20), 2021, 2333
[6] The effect of cluster sampling on the covariance and correlation matrices of sample distribution functions
Inho Park
John L. Eltinge
[J]. Journal of the Korean Statistical Society, 2011, 40 : 21 - 32
[7] The effect of cluster sampling on the covariance and correlation matrices of sample distribution functions
Park, Inho
Eltinge, John L.
[J]. JOURNAL OF THE KOREAN STATISTICAL SOCIETY, 2011, 40 (01) : 21 - 32
[8] Characteristic Polynomials of Sample Covariance Matrices
H. Kösters
[J]. Journal of Theoretical Probability, 2011, 24 : 545 - 576
[9] A CLT FOR REGULARIZED SAMPLE COVARIANCE MATRICES
Anderson, Greg W.
Zeitouni, Ofer
[J]. ANNALS OF STATISTICS, 2008, 36 (06): : 2553 - 2576
[10] On the principal components of sample covariance matrices
Bloemendal, Alex
Knowles, Antti
Yau, Horng-Tzer
Yin, Jun
[J]. PROBABILITY THEORY AND RELATED FIELDS, 2016, 164 (1-2) : 459 - 552

← 1 2 3 4 5 →