WCORCOV - GENERATION OF SAMPLE CORRELATION COVARIANCE MATRICES

被引:1
|
作者
LEE, S
机构
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
  • [31] Super sample covariance and the volume scaling of galaxy survey covariance matrices
    Schreiner, Greg
    Krolewski, Alex
    Joudaki, Shahab
    Percival, Will J.
    JOURNAL OF COSMOLOGY AND ASTROPARTICLE PHYSICS, 2025, (02):
  • [32] Updating formulae for the sample covariance and correlation
    Hayes, Kevin
    TEACHING STATISTICS, 2012, 34 (02) : 65 - 67
  • [33] A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices
    Archakov, Ilya
    Hansen, Peter Reinhard
    REVIEW OF ECONOMICS AND STATISTICS, 2024, 106 (04) : 1099 - 1113
  • [34] STRUCTURAL-ANALYSIS OF COVARIANCE AND CORRELATION MATRICES
    JORESKOG, KG
    PSYCHOMETRIKA, 1978, 43 (04) : 443 - 477
  • [35] On The Generation Of Correlation Matrices
    Budden, Mark
    Hadavas, Paul
    Hoffman, Lorrie
    APPLIED MATHEMATICS E-NOTES, 2008, 8 : 279 - 282
  • [36] Generation of Correlation Matrices
    Veleva, E.
    APPLICATION OF MATHEMATICS IN TECHNICAL AND NATURAL SCIENCES, 2017, 1895
  • [37] Functional CLT of eigenvectors for large sample covariance matrices
    Ningning Xia
    Zhidong Bai
    Statistical Papers, 2015, 56 : 23 - 60
  • [38] Linear spectral statistics of sequential sample covariance matrices
    Doernemann, Nina
    Dette, Holger
    ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2024, 60 (02): : 946 - 970
  • [39] On the condition number of Gaussian sample-covariance matrices
    Kostinski, AB
    Koivunen, AC
    IEEE TRANSACTIONS ON GEOSCIENCE AND REMOTE SENSING, 2000, 38 (01): : 329 - 332
  • [40] QUANTITATIVE UNIVERSALITY FOR THE LARGEST EIGENVALUE OF SAMPLE COVARIANCE MATRICES
    Wang, Haoyu
    ANNALS OF APPLIED PROBABILITY, 2024, 34 (03): : 2539 - 2565